I have a USB drive with Windows documents on it. Can I use Time Machine without damaging the Windows documents? I am currently copying Mac files to this drive? Not sure if Time Machine will erase what is already there.
If you set up Time Machine with that USB drive, everything will be deleted because Time Machine requires a blank volume and a partition formatted in Mac OS Extended (Journaled), so you have to use Disk Utility.
Also, I don't recommend to use Time Machine on a USB drive, because Time Machine backs up all the content of the hard disk and it will take a lot. Instead, use an external disk.