I think you could have kept the Windows drive installed while installing Linux as long as you were careful not to let the installer touch that device. But regardless, ideally you would run os-prober from Linux and let it update Grub with an entry for Windows (some Linux installers do this automatically). Then you would be able to choose the OS from the Grub menu during boot.
You can definitely use the bios to boot into each one as well. I’m not sure why that didn’t work for you.