The Windows installation doesn't modify any existing registry mappings and it doesn't overwrite any other keyboard layouts.
I _highly recommend_ for the first two weeks when the error rate is very high to keep the Caps Lock key mapped as Backspace. Afterwards you'll be able to make a more informed decision if you're better off with it as a Ctrl or Backspace.
Ctrl-Backspace in most editors and operating systems acts as delete word, so it's also very comfortable in Colemak to do when Caps Lock is mapped to Backspace by hitting Ctrl+CapsLock. Remember that you have two Ctrl keys, so don't use just the left one.