If it doesn't, then no harm, no foul. It won't touch your installed Windows at all.
If trebb's experiences with Linux are anything like mine, a live CD won't tell the full story. In my case there is at least one program I really need that requires Windows and is not available for Mac or Linux, and there are no alternatives.
Getting it set up after copying a command line you find in a forum somewhere is nice. After a few update cycles, something changes so that the program no longer can be launched. Try to find a solution online again and hope it works. Rinse, repeat.
I had other errors after updates as well.
I cut my teeth on DOS and can understand how to move around and get stuff done in that environment if I ever need to, but most Linux commands make little sense to me.
Thanks for that link - have used such before but it’s been a while.