In this video we'll go over setting up a triple boot system on a MacBook pro!
We're going for macOS, Windows 10 and Ubuntu Linux.

Step by step Guide:

1) We'll assume starting point of HD with macOS (in my case Catalina)
2) Partition HD using boot camp to allow space for Windows and Linux
3) Install Windows 10 using boot camp from macOS on new partition
4) Install the boot loader: rEFInd (so we can choose OS at boot time)
5) Shrink boot camp partition to allow space for Linux installation
6) Install Ubuntu Linux on our newly created partition and enjoy!

Links:

1) Windows 10 media creation tool:
https://www.microsoft.com/en-us/software-download/windows10

2) Ubuntu Linux:
https://ubuntu.com/

3) Rufus USB creation tool:
https://rufus.ie/

4) rEFInd boot loader:
https://www.rodsbooks.com/refind/

Articles that helped me along the way:

1) https://apple.stackexchange.com/questions/375371/how-can-i-triple-boot-macos-catalina-ubuntu-18-04-and-windows-10
2) https://robpickering.com/triple-boot-macbook-pro-macos-windows-10-linux/
3) https://forums.kali.org/showthread.php?27620-How-to-triple-boot-Kali-Linux-2-0-Windows-10-and-MacOS-X-on-a-MacBook-Pro-laptop