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You should be able to do this. Before installing Linux you should disable UEFI secure boot,


I reckon you are a beginner with Linux. If that is the case, choose a popular and easy distro like Linux Mint or Ubuntu Mate.

If I follow the steps in the video and then install a distro like Linux Mint will this give me more security and privacy?

It depends what aspects of security are important to you. Free and open source software in general gives more economic securityas it provides you with acces to a PC even when you do not have money for buying a next version of a proprietary OS like Windows. Moreover, by not relying on centralized corporations like Microsoft you limit the likelyhood of your failure when they fail.
When it comes to anonymity, it is Tails OS which is recommended by Wikileaks for sources, https://wikileaks.org/-Leaks-.html#submit_help_tips
You can download Tails from https://tails.boum.org/

Thanks jerzy.
I appreciate you sharing your knowledge.

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