It is a bit tricky. Once you install Windows alongside with Linux (or vice versa) you will mess up GRUB. So, the way I do it, and it is REALLY EASY, is:
1- Install the OS that you want. Don't mind GRUB for now. Install as many Windows as you want, as many Linux as you want (I have elementary and 3 Windows)
2- After the installation, boot ubuntu/elementary from the CD (or flash drive) and select "Try elementary/ubuntu".
3- Now you only have to download,install and run Boot-Repair. Use the "PPA" to install Boot-Repair (it will be the 2nd Option).
4- Remove the CD/flash drive and reboot your PC.