What kind of files are you wanting to keep?

You can partition or preferably install a second drive and install Linux on that. You can then access your files on the other drive/partition and connect your Steam library to your existing library without any issues*. Want to go back to Windows? Just boot into it and your updated files will be there.

*Only thing is you'll need to either disable fast boot on Windows or shut down by using the restart option or else the Windows drive is locked to read only.