So, just to check, when you do this in Windows, you create a new ad-hoc network, set a folder shareable, and then move to another computer, connect to the Windows machine you just set up, and use Windows' "Network Places" to find the share and copy the files?
If I have that right, then you should be able to do exactly the same in Ubuntu:
Click the Network icon at the top, select
Create New Wireless Network, give it a name and a password, and click
Create. (I think you already did this anyway.)
Open the file browser (it's called Nautilus, but you don't actually see that anywhere on screen ...). Basically it's what comes up when you click the
Home Folder icon on the launcher.
Navigate to the folder you want, and (this is the annoying bit) go up one level to that folder's parent. Then find the folder you want in the list, right click on it, and select
Sharing Options from the menu.
Set the folder to shared (and you probably want to allow guest access). When you check the box a window might pop up prompting you to install the sharing service. If you don't see anything, then you've already go it.
Once everything is installed, and the folder is shared, it should show up on the network just like any windows share. It thing you have to restart for it to work properly though.
Alternatively, if you want to see shares on other machines from Ubuntu, the Nautilus file browser can do that too, in theory. Just click
Browse Network, and then
Windows Network. I'm not sure, but I think you need samba installed to do this smoothly also, but maybe I've just been having other trouble. If you don't see anything on the network, then go to the file manager, open the
File menu at the top, and select
Connect to server (type is
Windows share) - that pretty much always works for me.