Make sure that both computers are connected to the same network. On your Windows machine open command line (cmd) and type ipconfig /all. Check your IP address.
On your Ubuntu machine click the network icon on top right corner and click connection information. Make sure that the only difference in the IP addresses is the last number of the four (meaning they're on the same network)
Once you confirmed that they are on the same network, on your windows machine, share the folder with everyone. There are various ways to do this. In Explorer, right-click the folder select sharing and add "everyone" to the list of those how can read this folder. BTW, you may also enable writing but it is a security risk.
Once you've done this, on your Ubuntu computer open Nautilus, Browse the network, find your Windows computer and copy your files.