Yes! The Ubuntu installer should take care of that for you, but if you already have an installation or something, you can install the grub-efi packages. Running
grub-install /dev/sdX will install grub as the default boot entry and copy the needed files to /boot and your first partition. You can then chainload to windows (assuming the installer doesn't detect this option automatically).
I have an EFI boot of Ubuntu working on my MacbookPro (which I am using to post this). You can build your own grub image (detailed here) for maximum portability (which I recommend). If you build your own image, it will work as a recovery image even when you don't have Ubuntu installed.
- The Ubuntu installer will setup grub for you.
- The installer should detect Windows for you.
- If it does not, use your intellect to find a way to boot into your installation and install
grub2-efi-amd64 or similar package and run
grub-install /dev/sda1. Note that this will squash your current boot option and make grub the default. You may also want to run