Think of your hard drive as a Pie or Pizza.
Your drive is one single “slice” (the entire Pizza = one slice) ...Partitioning allows you to divide your drive into sections that do not “have to be”, the same size. This is basically how you can run Windows and Linux on the same computer. Part of the drive is for Windows, and another part is for Linux.
Many Linux installers have an option that allows you to use the entire drive for Linux.
If you do not watch what your doing, you CAN format the Windows side and lose your data..I am not saying "Be WORRIED"... just "pay attention".
It is better to stop what your doing and double check if you're not sure. Just take your time (remember “everyone was new to Linux” at some point) and read the instructions on what your doing. If you follow this advice, you have nothing to worry about at all.
Accidentally removing Windows is a common mistake (when there is one), that I personally see new users make during the partitioning step … ... mainly just because they did not simply pay attention to what was going on and read what the installer was telling them. ALSO NOTE: Installers can detect Windows typically and will default to "install Linux along side Windows", but it is a good idea to backup important data in/from Windows "just in case" beforehand.