How do I switch to Linux without losing files?

Now whenever you want to switch to a different version of Linux distribution, you simply have to format the system partition and then install a different version of Linux onto that partition. In this process, only system files and your applications are deleted and all of your other data will remain unaltered.

Will I lose my data if I switch to Linux?

Well now the thing is you may already know this stuffs, and this was not what you asked. Now let me answer one question : Will I lost my data if I switched from Windows to Ubuntu (Linux) without backuping the data? Answer: No you will not.