I would recommend trying a "livedistro" DVD first.
If the livedistro behaves ok, then you can consider an install.
If you have an older laptop that is only 32bit, then the livedistro test-drive is not an option, and you would need to do an install.
Before you begin doing an install, I recommend doing a backup of your laptop so you can reverse out of possible errors.
By backup, you can backup individual files, but I'm indicating an entire diskdrive "clone" backup.
Clonezilla is a good choice, select the latest stable version, and burn a CDrom with it. Select the "alternative amd64" which contains UEFI.
https://clonezilla.org/downloads.phpBoot-up clonezilla as UEFI to help avoid possible problems with Win7 or a later version of windows.
Backup (and verify) the laptop drive to an external backup drive.
Once you've "cloned" the laptop, and put the backup out of the way, you should be safe to reverse out of any mistakes you might make.
Like Morgano mentioned, I would also recommend to choose Mageia 6.1 instead of 4.1
Tips:
Windows likes to be first, so if you are installing linux on the drive, keep windows reinstall partition exactly like it was, and resize the trailing second windows partition (this is your C: drive), so that you have enough space to install linux.
If the instructions above, or those mentioned by Lebarhon, sound complicated or intimidating, it is always a good idea to check around for a local linux club, user group, or even high school or college and ask for help. It is much easier to watch and learn than to struggle by yourself into unknown territory.
...yes, dual boot is very possible.