There are many ways to use Linux on Microsoft Windows system. The best and easy way is to use Vmware Workstation software. Another option is to use Cygwin software under Windows. It is a Linux-like environment for Windows. It is consists of, a DLL (cygwin1.dll) which acts as a Linux API emulation layer providing substantial Linux API functionality and a nice collection of tools, which provide Linux look and feel. For example, you can learn shell scripting using bash under Cygwin. Please note that Cygwin is not a way to run native linux apps on Windows.
Cooperative Linux, i.e. coLinux, is software that lets Microsoft Windows cooperate with the Linux kernel to run both in parallel on the same machine.
Vmware allows installing the Linux on Windows (it is commercial software). It gives you 100% look and feel of Linux under Windows. It provides networking between Windows and Linux system. It is perfect solution if you want to use it for educational/commercial purpose.