If you’re already on a Linux-based operating system, and you gotta run a real instance of Windows for some reason, your safest bet from both a security and privacy standpoint is to run it in a virtual machine (I like VirtualBox, personally, but VMWare, or whatever else will do the job fine also) and firewall the hell out of it. In a virtual machine, you can totally lock it down as much or as little as you need for the task at hand, and ain’t a damned thing Windows itself can really do about it, and as an added bonus, it saves you from the required reboots of dual-booting. It’s confined to a “safe space” (until you start opening enabling network stuff and opening ports to it). You’re in control.

edit: or QEMU/KVM (with virt-manager)

Pro is a little bit better because of features like Bitlocker. A lot better would be Education/Enterprise variant. You’d need special licenses for running enterprise I think. There are also registry hacks that would give you some protection against telemetry (I personally haven’t done this).

Privacy-wise though, any “windows” is going to fare lower than linux is what I’d say. Wait for others in the sub for more insights.