Doing a standard Boot Camp setup with macOS and Windows works just fine, but the caveat is that this installs Windows in BIOS/CSM mode.
However, this Mac uses EFI 1.1 firmware, instead of the much more ubiquitous and better-supported EFI 2.0/UEFI spec. You’d think the answer would be yes, and you’d be right for more modern Intel Macs (probably).
Can’t you just use Boot Camp for tri-booting? This isn’t a specifically Linux-oriented post, but it does fit with the sort-of miscellaneous hopefully-interesting things I post about here. At first I was going to make a howto, but the process ended up being so bizarre and confusing that instead I’m just going to write about the experience. A little while ago I decided to try tri-booting macOS Big Sur, Windows 10, and Linux Mint 20.3 on an older Late 2013 MacBook Pro in order to do some performance and battery life comparisons (coming soon!).