Uhhhh there's a lot of missing information here to know what's going on.

There's isn't just one Linux, instead it comes in many different flavors (think Windows 10 Pro, Home, Education, etc. except there's a lot more differences between each one), and each one of them is by a different distributor.

Which one are you trying to install? Debian, Ubuntu, Mint, Arch, Fedora? All of them are Linux. The installation instructions are different for each one.

Second: How are you trying to install it? Usually, the way it works is:
- Download a file from the official website of a distributor
- Grab a small USB stick, only needs to have a few GB in it, but it needs to be 100% free
- Flash the downloaded file to the USB stick using a program called BalenaEtcher
- Restart the computer and try to boot from the USB stick [instructions will change depending on the BIOS of your computer]
- Follow the installation instructions that will show on-screen

If you're having problems before that then there's probably something wrong with the download.

This isn't true you CAN install Linux on a prebuilt Windows 10 PC but depending on the brand of the computer and the motherboard you might need to change extra settings in the BIOS which can be a little bit of a guessing game. My Lenovo Laptop was preinstalled with windows 10 home, I upgraded to Windows 10 Pro but it ran awfully so I switched it over to Linux mint but had to change like 5 different options in the BIOS before I was able to do so.