In very basic terms: Windows is an Operating System (OS). In Windows, you can run programs, for example: web browsers (Internet Explorer) and instant messengers (Windows Live Messenger). You can also store files (documents, music, etc.) and many other things. More info:
Wikipedia
So now you understand what an OS is: Ubuntu is also an OS. It's something completely different to Windows. They don't run together. You can have both installed on your PC, but only use ONE at a time. Ubuntu is quite complicated for a novice user, so I wouldn't recommend using it unless you know what you're doing. Have a look on
YouTube, it'll show you what it does and how to use it. Remember that many programs you use on Windows (such as Windows Live Messenger) do NOT work on Ubuntu, because Ubuntu is completely different and use different 'computer languages'.
Hope that helps you understand it a bit more.
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