Previously it was possible to boot from live disc, but install, non directly in, but from Windows. Actually I think maybe we did try it directly from the Windows OS now that I think about it. How long ago!
But yeah, just click in D drive and you go to live disc or installer. My memories are old though. I remember the the word Wubi but would need a refresher to exactly recall.
Basically, Microslop screwed up the boot loader at one point in an anticompetitive practice they were never penalized for. Afterwards you couldn't dual boot without having two drives. You also could no longer access full Linux in Windows. There was still Cygwin and WLS way later, but it wasn't as cool.