The biggest hurdle is that you have to be sure to install windows first.
The reason is that windows will overwrite the boot loader and make it
impossible to start anything but windows.

Linux doesn't do that. Installation is done normally. Just be sure to
select the correct option in the partitioning section as you install Linux.
It will detect any other Operating Systems and ask if you want to install
side by side and be able to use both. If yes it politely creates a boot
menu which allows you to choose either one when you start your computer.

It doesn't master which drive you use for which. They will be called sda
and sdb. Choose to put the GRUB bootloader on which ever drive you boot
from.