I have WD 1 Tb, that when I installed Win 7 I made a partition of 200 Gb for the windows installation and the other partition for data, backup, etc.
My question is, when I tried to install Win 8.1 didn't let me, said that the partition that I wanted to install wasn't GPT and for this reason I couldn't install. For my knowledge I have to erase all the partition of the disk to be able to install Win 8.1 right? Or do I have a way to only modify that partition with GPT and then install win 8.1 and preserve all the data on the second partition of data?
Well, if you're dead set on multi-boot I recommend setting up a bootable flash drive with PartedMagic, and using that to create a separate blank partition to install 8.1 to. It's what I've used for awhile now and it will allow you to resize your HDD, format, set boot flags, create new partitions, etc.
I must warn you though, if you have no idea what you're doing and don't have a backup PC or Recovery disk laying around I wouldn't recommend messing with your system partition. If you bork something with no way to recover then you're screwed until you can find a way to fix whatever it is you messed up. (Like having a blank partition boot flagged) However, you should be able to resize the secondary "data" partition with few worries.
Anyway, you can find PartedMagic here http://partedmagic.com/
You can use one of the USB boot tools for linux distros to create the bootable USB stick. If you don't know how to create this I would highly recommend doing your homework before diving in and messing with your system or data partition. I've done all this many times and I've had 3 distros running on a single HDD. I currently have windows 7 and 8,1 installed. As with anything related to drive work, data loss is not likely but possible.
So, if you have anymore questions feel free to ask.
That sounds like a great idea, dual booting is a little more complex than just having one OS and isn't recommended without either experience or a lot of research. You don't want to lose any hardwork you've got saved there. Once you get it figured out though you'll be sailing through it like a skiff in a summer breeze!