First, some terminology:
- A boot loader loads a kernel into memory and executes it.
- A boot manager presents a menu that lets you select which OS to boot.
GRUB does both jobs for Linux, although it can't load a Windows kernel directly; to boot Windows, GRUB redirects to the Windows boot program. Likewise, the Windows boot program cannot directly load a Linux kernel (but see below) and so is a poor choice for booting Linux, although I believe that it (like GRUB) includes both boot loader and boot manager functionality, and so can (theoretically) be configured to redirect to GRUB. Knowledge of how to do this under BIOS is fairly widespread, but people who've managed to do it under EFI are relatively rare.
One significant twist on this is that since version 3.3.0, the Linux kernel has included its own EFI boot loader, so an EFI boot manager can launch a Linux kernel, even if that boot manager doesn't have Linux boot loader capabilities. In fact, rEFInd and gummiboot rely on this feature; these programs are both technically boot managers, but they can launch a Linux kernel that has an EFI stub loader. In theory, the Windows boot program might be able to launch Linux in this way. In practice, this would be difficult to get working, since the kernel needs parameters passed to it in order to work, and configuring the Windows boot program to pass the right parameters is likely to be even trickier than getting it to pass control to GRUB. I've never heard of anybody even trying this, much less getting it to work.
On this forum, you're much more likely to find expertise and advice on using GRUB, rEFIt, rEFInd, or gummiboot as your primary boot manager than on using the Windows boot program as a boot manager. If you really must use the Windows boot program as a boot manager, I recommend you ask on a Windows forum.