DualBoot

You can use a bootable dvd instead of bootable usb.

This may help you https://www.lifewire.com/ultimate-windows-7-ubuntu-linux-dual-boot-guide-2200653 and don’t forget to backup your data.

Burn the Iso you downloaded to a DVD, boot from it, and follow the regular install. Ubuntu will let you choose between overwriting your current os or installing alongside it in dual boot.

Depending on your aim, vritualizing with e.g. virtualbox might be a better option. Some of the advantages of virtualizing are that 1) you can take snapshots of the system, so if you mess something up you don’t have to reinstall it all, 2) you don’t have to reboot to switch between the operating systems, 3) a virtualized OS is sandboxed, so any harm done to your virtual environment won’t hurt your actual environment*. However, if you’re doing anything that requires good performance dual-booting is much better. Personally I prefer virtualzing over dualbooting.

• It is possible to break out from virtual machines, so it’s by no means a perfectly safe place where you can download all kinds of malware without having to worry

You can also use a hard drive and a CD, or you can connect the bot directly to Internet (I do not recommend you last)

If your aim is to be practicing this kind of installation/configuration, I suggest you also try to encrypt your hard drive. That could be a good introduction to security things and good practices (and a good exercise).