You would need to install an additional piece of software such as VirtualBox or Parallels that would enable you to run Ubuntu within Windows. You can download VirtualBox from www.virtualbox.org. Parallels is a commercial product that you would need to purchase.
Also, Qemu can run virtual machine inside Windows. A real machine though will
usually perform better but for short term use and experimentation a virtual machine
will work ok. Just don’t expect high performance.