No, dual boot will not harm your machine. When you’re in Windows you are running a pure Windows computer. When you’re in Linux you’re running a clean Linux machine. Essentially, you have two separate computers in one device.
In Linux you can see the Windows partition and can copy files. You should not write files from Linux to Windows, though, as the write may step on existing Windows files. For Windows to see files in the Linux partition there’s an app you have to install in Windows. I find the easiest and safest thing to do is to use a USB stick, formatted as exFAT, to transfer files from one OS to the other. (I almost never need to do that.)
Windows MUST be installed first, as it requires a specific location on the disk. Linux gets installed (or re-installed) next. My experience is with Ubuntu. I bought a laptop with Win10 already installed. After shrinking the Windows partition as much as possible (you do this inside Windows, it would only go down to 90 GB) I installed Ubuntu in the freed up area.
The GRUB menu lists Ubuntu as the first option on the list and is the default. If, after 10 seconds, you’ve not made a choice of which OS to boot into it will boot Ubuntu.