You will have to boot from Windows install media to install it on the hardware. You can install it in a VM without having to boot off any special media, but you won't be able to boot directly into it either. I wouldn't recommend trying to install Windows to real hardware, from within a VM though. It is very easy to break everything in that case.
Also, you will need to be aware that installing Windows after Ubuntu, will make it difficult to boot into Ubuntu, as it will overwrite the boot record on the primary drive. Also, Windows is very picky and tends to require that it be installed on the first drive, in case you were planning to install it on a second drive.