I do not want to install Linux

https://www.kali.org/

Above is a link to a website. And on that website there is a program, that
I downloaded.
This program, little to my knowledge, actually installs Linux rather than
installing an actual program.
Whenever I boot my computer, instead of just booting straight to Windows
10, its boots to a screen asking me what operating system I want to use.
The only two options I have are "Windows 10" and an installer dubbed
"Debian GNU/Linux - Continue with install process".
I want to remove that from my computer.
Every time I boot I'm greeted with that screen.
I have no idea what to do at this point and I hope you can help.