Yes, but you have to use either a Live-CD, a multi-boot system, or a virtual Linux install. All this sounds pretty intimidating, but it’s not. The easiest of these options to use without having to mess with your system and reboot all the time is virtual Linux. If what you’re interested in is the old-school type-in Linux server, then just download my distribution, Levinux. This is recommended, because if you learn Linux with a windows manager like Gnome or KDE, you’re learning just another windowing environment, and not the underlying timeless tech.
However, if you ARE interested in one of the graphical popular distributions of Linux, like Ubuntu, Fedora, OpenSUSE or the many others, then you can usually find a ready-made Linux Virtual Appliance to download and run. It pops open like a program, but it is a full-fledged virtual computer with most of the capabilities of a native hardware install, and is just fine for getting started learning. You may have to download software to be able to run these virtual appliances, but that too can be found for free, such as VMWare Player or Oracle VirtualBox.