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There are some ways to install Linux. It can be installed from LiveCD, USB, bootstrap or separate partition that contains Linux installer. For Windows, I found (when googling) a way to install it directly from HardDrive. Basically, the concept is same (as far as I can understand) between Windows and Linux, that is fill the partition with the installer along side with boot required files. The two method can be read here:
Both methods involve similar method: copying installer files, make the partition bootable and register it to boot.
My Question is: is it possible to use GRUB to read Windows Installer that stored in separate partition? So the Windows installation option will show up in GRUB menu. It doesn't matter if GRUB menu will be gone after Windows installation is finished, it can be repaired later.