I have an older Nissan Leaf in Australia. While I’m sure the car is trying to send telemetry, it only has a 3G modem, and the 3G network has been switched off for all of Australia.
If you have a newer car, it may be possible to remove the telematics fuse and ignore the related DTC.
If you intend to install both, install Windows first. It has a habit of overwriting other bootloaders.
When you install Linux second, it should install a bootloader that will let you choose which OS to boot each time you turn on the computer.
Always backup data you care about. Installing an OS carries some risk of data loss.