A live usb won't write anything to disk which is the point. If you ran the installer then yes would wipe out the boot loader and the rest of your windows install. You should be able to verify the windows partitions are intact or not from kali with blkid then mount and verify the windows filesystem still exists. You can also dump the MBR or GPT partition to see if it's been override with grub or not.
If the Windows partitions are intact and grub got installed you can boot into a Windows install usb/disc and from a command prompt run bootrec /fixboot and bootrec /rebuildbcd