Congratulations. I prefer desktops, although lately I’ve been using an old laptop since it got new life from Zorin. If you haven’t already, I recommend visiting https://www.tomshardware.com/ for build info and https://pcpartpicker.com/ for buying the parts.
I have dual boot on my desktop with separate drives, and that is what I recommend. Before you do any installation, please read: USB boot install even if you don’t intend to use a USB to install. For partitioning, I recommend: Partitioning during installation
Finally, https://neosmart.net/EasyBCD/ is what I used to setup my choices in boot manager and https://unetbootin.org/ is what I used to install (directly from the image in Windows, with no need for a CD or USB). But as with the earlier links I gave, these are also just suggestions.