It is possible but takes some work and knowledge to get working. Easiest would be install it on a another harddrive in the same computer and then add a bootloader like reEFInd (https://www.rodsbooks.com/refind/) to get a menu to choose which you want to boot. Another option is to install another linux distro, get the grub/EFI menu working and then add the Batocera to its own partition. This should also give you some help on the way https://wiki.batocera.org/dual_boot_ubuntu_batocera.linux
It’s a bit hard to give precise instructions if your not familiar with linux but maybe some youtube video on dualbooting could help you get along.
EDIT: This assumes you wanted to install it on the same computer. If you want to use batocera without installing, burn it to a memory stick/usb memory and choose the boot menu from your BIOS settings.