There are lots of materials on the internet talking about how to double or triple boot a Macbook Pro Retina. I was however not able to go it through. After many trials and erros, I now can do a triple boot. Here are the summaries of how I made it. Many informations are from the internet.
1. Use BootCamp to install the windows. My Mac has a 500G SSD. Since I am not a Mac fan, I allocate 100G for the Mac OSX.