There is no good reason to install GRUB on the Windows drive. It will just complicate maintaining the system, especially if you ever need to reinstall Windows. You can do all of the new installation on the Linux drive and not disturb the Windows drive at all.
When you install Linux, it will install GRUB as part of the process. The GRUB installation will search for any other operating systems already on your computer on any drives. It will find Windows and add a link to it in the GRUB boot options (it won't change anything on the Windows drive).
Then you make the Linux drive the first boot device in BIOS. When you power up, GRUB will give you a menu of boot choices. If you want to boot Windows, you select it in GRUB, and GRUB will launch Windows the same way Windows would start if it was the only OS.
GRUB does its work in the first few seconds after you power on (after any hardware power-on self-testing). It gives you a menu and then hands things off to the boot provision you choose. So it isn't really affecting anything other than that. There's no advantage to putting it some place other than the Linux drive, and there can be a disadvantage if you put it on the Windows drive.