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Puppy Precise 5.7.1 as it is now is a straightforward 32 bit version of Linux that can be run and understood easily by beginners.
You download an iso file and burn it to a CD/DVD leaving the CD or DVD open.
Then you set your windows machine in the BIOS (F2 usually) to boot from the CD/DVD FIRST !. Do that on any machine FIRST.(it may already be the case)
Then put the CD/DVD in and boot up from it (Its called a live CD).
It will not affect your Windows installation in any way at this stage
To download the ISO see here precise-5.7.1.iso
See Forum details
When you have felt your way around close down via the menu. It will ask if you want to save your input. You can do so or you can just take the CD/DVD out ,switch off , and when you switch back on it will go back to Windows as normal
Later as you become more proficient I suggest you look for and install "quickpet precise"http://www.murga-linux.com/puppy/viewtopic.php?t=83642 which is an automagic installer of other browsers , music/video players and much more and you also have the Puppy Package Manager which gives you access to anything else you may wish to play with and if you install the "devx_precise_5.7.1.sfs" you can compile anything you find yourself
Download the iso for whichever Pup you choose . Burn a live CD
Reboot and catch it with an F2. Ensure the machine boots first from a USB stick then from a CD then from the hard drive.
Boot from the CD only
From the desktop icons install the system to a USB drive and make sure that loads properly .
No mucking around altering boot records or config files or bootloaders .
Now to use it when you want to run Windows make sure the CD and USB drives are out and boot away . Up comes windows .
When you want to boot Puppy put the USB stick in and voila.