You'd be better off asking this kind of question on the Linux board. That said. Your install failed and we'll need more info to help you.
What Linux did you try?
What Windows do you have?
What computer were you installing on? Details if you can.
To answer your question about your files. Your live Linux disk/USB that you were using to install should be able to see windows partitions if they are there. Back up if you can. A windows recovery disk should get windows working again or a correct install of Linux should. If it doesn't see your windows partitions then we go to plan B but try what I put up first.