The Steam Deck is a capable portable gaming system in its own right, but one of its major strengths may be in how customizable it is. Along with a capable Linux install, and the recently realised ability for it to run the Epic Games launcher and associated store, Valve has now made it clear that you can install Windows on the Steam Deck too. It is only Windows 10, as Valve is still working on the fTPM BIOS support that would be necessary for the new-gen operating system, but still, it's a full Windows install on a handheld console!
The Steam Deck has proved to be a powerful and popular handheld gaming system since its launch at the end of February and it continues to grow from strength to strength with additional game support, and now Windows. Valve has explained that you can't dual boot at this time -- Valve's still working on the dual-boot installer -- but you can wipe the drive and install Windows if you want. The drivers are more than ready.
One other caveat is that there is an issue with audio on Windows on Steam Deck at the moment, where you can't use the wired 3.5mm connector and the onboard speakers won't work either. You can use USB-C or Bluetooth, so if you have compatible headphones for either of those options it'll work just fine.
To get it working, you'll need a Windows 10 ISO and the drivers which you can download from the Windows resources page. If you ever want to go back to SteamOS, you can use the recovery site for extra information on how to do that.