Hello PhilippKa-Li,
It sounds like you are wondering if installing Windows with Boot Camp will delete the existing data on your Mac?
No it does not but it's always recommended to have current backups at all times, and expecially before a major change.
OS X El Capitan: Alternatives for backing up your Mac
See
Install Windows on your Mac - Boot Camp Help
Boot Camp Assistant helps prepare your Mac for Windows by creating a new partition for Windows, then starting the Windows installer.
It creates the added partition in place, leaving your existing files on the Mac partition.
Please read through those Help files for all the details.
Best regards.