It absolutely is a thing, at least, I'm a happy dual-booter for 10+ years now. Microsoft doesn't, at all, make that hell. They don't give a fuck, which is a different thing - that means that in some cases, they bork the other system on your computer. Other than those few cases, it's all dandy.
It might help that I'm using Windows LTSC, and that I have installed Linux and Windows to separate SSDs (with the Linux SSD not being present when the Linux was installed). But it might be just unnecessary as well.
Installation is not complicated at all, but I'd install Windows first, because it can be a finicky PoS, Linux is much better at respecting the user's wishes. Installation can be done to the same drive. With the Windows already installed, you can resize the last, largest partition, and install Linux to the newly created free space.
The UEFI then can boot either Windows directly, by selecting that in the UEFI boot menu, or boot Grub, which can then boot Windows or Linux.
With most Linux install media, you can also manage the drives, like create partitions, repair boot, delete or create EFI boot entries, etc.
UEFI secure boot is not getting in the way? Namely is secure boot can be still enabled even though the system is dual booting?
I know that some windows game anti-cheat will now deny some games to run if secure boot is not enabled.
And last but not least: I build my own distro, can I use my own crypto keys with UEFI secure boot hardware? That not blocking windoz secure booting (I guess crypto keys for windoz are generated and installed in the UEFI hardware upon... installation). I never actually have a look at that in the details.
Secure Boot doesn't get in the way, I think. I had it disabled for some reason, but I enabled it to test it for you, and my Debian Linux boots just fine.
I have no idea about the crypto key situation unfortunately.
You have to test with win11 (in dual boot with your fav distro) and some software requiring UEFI secure boot (maybe its status is displayed somewhere in win11 settings).
Is dual boot still a thing with all the effort from microsoft to make that hell or impossible?