There are dozens of Linux systems, you will have to tell us what the one you have is?
Most Linux systems will let you run them from the CD without having to install it on the hard drive so you can see if you like it or not and to make sure its going to be compatible with your hardware.
Its not an alternative to the Microsoft Windows system, it is a completely different system under the bonnet. On the surface they look the same, my son, who is a Windows user, comes home and he is completely at home using my Linux Ubuntu system.
You can run it with Windows, when you boot you will have the option of selecting which system you want to use, in fact on this new computer I'm not going to install Windows because I have found I was never using it, so I couldn't see the point on spending out on something that I never use.