When changing from windows 10 to linux, will the data still on pc or removed?

Simply shrink the size of your Windows 10 partition and install Ubuntu in the vacated space as dual boot. You can still boot into windows and use your data natively or boot into Ubuntu and access your Windows data through Ubuntu. See:

• How to Install Ubuntu Alongside Windows 10

If you don't want to keep windows 10 than try it:

shrink your disk According to your storage size and transfer your data to that disk. And while Installing linux only you need you erase all disk except that backup disk and than install linux on your pc. See this link for more info... How do I backup the pre-installed Windows before installing Ubuntu?

If you want to keep windows 10 than try it:

First make a unallocated space in your hard disk. From disk management.

You only need to install linux manually at disk management part choose something else and try to install on unallocated disk it will dual boot your linux with windows.. See this link for more info..

https://itsfoss.com/install-ubuntu-dual-boot-mode-windows/

Hope , It will help you..!

The first question is if you want to keep your windows 10? If you don't want it anymore, I will suggest backup your media files and do a full installation of Linux OS. Bear in mind that disk operation isn't 100% safe. In the worst case, you will lose your media files.