If it is a fresh install of both it is usually better to install Windows first, leaving an empty partition, or unpartitioned space, sufficient to install CentOS. If Windows already occupies the whole disk you will need to shrink the Windows partition to make room. The CentOS installer, due to the preferences of TUV, does not directly support this. Tools such as gparted should be able to do it. Another approach is to do a "dummy" minimal install of a recent release of something like Ubuntu which does support shrinking an NTFS partition, then install CentOS over the Linux partitions. The dummy install can be killed after partitioning is complete.
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