You can run windows on a virtual machine, but you need to be able to install a full version of windows. One program I'm aware of is called VMware, there might be others as well.
You can also dual-boot, which is what I do since I only have the windows that came pre-installed and need it rarely enough that I don't mind rebooting (and if you're just getting started with linux, then dual-boot is probably a good idea just so you have a way to access your computer in case something on your linux system gets broken).