There is nothing different for ubuntu when it comes to installing an operating system.You follow the exact same procedure as you would do with any other OS,like Windows or Mac.
Of course you can use the wubi installer if you are unfamiliar with the installing procedures,but ubuntu will not be installed in another partition of your hard drive, just "nested" inside your already running windows/mac partition.
The ubuntu help page provides lots of useful information on how to install ubuntu:
First of all,what you have to do is download the .iso file containing ubuntu from the related ubuntu page.Then you can burn the .iso file into a USB drive and boot from there, which you can achieve using the cross-platform tool named Unetbootin.
You may also burn the .iso in a CD, following this Microsoft Windows tutorial.
Last but not least, you can buy a CD with Ubuntu 12.04 pre-installed from the Official Canonical Store.