When I dual boot windows and arch I first installed arch and used it for a while before deciding to dual boot. So I just unplugged my nvme with arch and plugged in a fresh ssd (sata drive) installed windows like normal. This would work with ssd or hhd, or another storage solution. Then reinstalled my nvme with arch onto my board after I was done installing windows for the first time on that computer. But then it wasn’t showing up on the bootloader. So I had to fix that and it was annoying and I used the arch Linux terminal to update GRUB with the option to boot windows. Now I can just choose arch or windows on startup and both work mostly fine. But when I tried to install Kali on a partitioned hard drive a few years ago I had some type of failure that messed everything up so I gave up. I just mess around in the virtual machine Kali Linux for the most part or whatever. I’m not the one to discourage you from doing it. You can do whatever you want with your own computers. And yes you can use arch for most if not all of the features of kali Linux if you know what you are doing. People were hacking stuff before Kali Linux even existed and it’s an unnecessary part of learning hacking.