First, if you have only one HD, you'll have to shrink your windows partition. You'll have maybe 4 partitions already on your disk, a 100MB fat one for EFI, a 16MB one unformatted, a few GB recovery one, and a big one with windows on it, you may have more. Booting on a linux USB stick or with the gparted ISO, you'll need to shrink your windows partition and let whatever the size you want, say 100GB, for your future linux, free.
You need to disable secure boot in your bios.
When installing linux, it will ask you for custom partitioning (it's your first install, play with it, if you don't like your partitions, want or not a swap, etc, you'll redo it later!). Create a 20GB partition for / the root, create the remaining (e.g. 80GB) for your /home, these are the mount point that the installer ask in the custom partitioning screen. You will need to select the 100MB EFI partition as EFI/ESP mount point and keep it like this, no formatting for this one, just select it. Continue install, it will ask if you want to install GRUB, say yes, on ESP/EFI.
You may need to go in your BIOS and have to change the boot option to properly boot in EFI/GRUB. On my PC the BIOS boot option can bypass EFI and directly boot windows partition so I never had GRUB appearing.