A serious problem is occurring in installing Ubuntu on Windows platform. I have downloaded the "wubi" file from official site. But it does not download the ISO image file.
Wubi does not come as an .iso file but as a windows executable (.exe).
Since you said "It does not download the ISO image file" I presume you did not download wubi but the release file in an .iso to be burnt to a CD or USB. You can download wubi directly from here.
The .exe file will guide you through the installation process and all you will have to do is restart your computer and select Ubuntu from the boot menu. However notice that Wubi installs Ubuntu inside your existing windows partition and not in a separate one. To have more control of your Ubuntu system I recommend installing it directly from the .iso file. In case you do not know how to burn an .iso to a USB or CD, follow these tutorials:
Then all you will have to do is restart your computer and select the USB/CD from the boot process screen.