The likely scenario if you install Windows last is that it replaces your bootloader. This means you'll never get the option to launch Linux. To fix this you must manually reinstall Grub after Windows is installed.

That’s no longer the case with UEFI-based machines (which have been around since 2012). EFI firmware loads a bootloader from FAT32 partition on a hard drive (/boot/efi). If you Install Linux and then Windows, it’s simply going to copy its own bootloader to “efi partition” and you’ll be able to select between Windows and Linux from a boot menu. Thanks to that bootloaders like GRUB are kinda useless and many distributions are moving to systemd-boot/efistub since it’s much faster.