It could either go in the target hard drive’s Master Boot Record (MBR), or in the first sector of its own boot or root partition.
One of the most important decisions you have to make when dual-booting Windows and your favorite Linux distribution, is where to install the Linux boot loader. For first time users of Linux, that is the easiest way to keep using Windows, while getting used to their choice of Linux distribution. Dual-booting any version of Microsoft’s Windows operating system with a Linux or BSD desktop or server distribution is a very common practice.