to expand on JoesCat reply.
it would be helpful to provide make and model of your machine.
be sure both are installed in the same mode (UEFI or bios MBR),
check the drive partitioning with say Gparted or diskdrake, to determine where, if installed in UEFI mode, the /boot/efi partition resides.
you can have more than one in a machine, however, the booted system boot/efi partition is the only active one.
if the Mageia drive has one (if the system is booted in UEFI mode) all well and good.
if there is none on any drive, that means the system was installed in bios MBR.
remove the windows drive and check to see that the system still boots to Mageia.
if all good, then as JoesCat suggest, remove the Mageia drive and refit the windows drive
now install windows. reboot and be sure all is working ok ( wifi, video card etc)
refit Mageia drive.
see if system boots to windows or Mageia.
if Windows, reboot and enter into the bios. change the drive boot order and reboot.
it should now boot into Mageia. if so, run as root
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update-grub2
this will add the Windows entry to your grub boot menu