Where does GRUB go?

[GarrukApex]

I am trying to do a dual boot on windows 10 with a Gateway NE56R49U laptop.
My partitions are in the following picture: [ ext4 is where Kali is going]
http://imgur.com/B7gAo3v

Which partition do I install GRUB to
ie: (/dev/sda)

Do I have to do anything to get it to boot correctly since Kali requires Legacy Bios and Windows requires UEFI? If so, what? If I wanted to install Ubuntu, should I do that first and then install Kali? Would that make this easier for me?

I don't know much about Linux yet, so step-by-step instructions would be appreciated.

I appreciate all the help I can get.
Thanks.

[kcdtv]

you will have to switch between EFI and CSM mode to boot one system or the other, so it will dual-boot but not really but that's not a big deal.
With al respect to offensive security, you'd better install ubuntu after and replace kali grub with ubuntu GRUB.
According to my experience It is more safe and more stable like that...
And to avoid complication, just install ubuntu "using al the space left", by default it will put the GRUB where it has to be and everything should work fine.