What would happen when I got a malware in my windows file system, or everywhere else. Is it affect on the Ubuntu OS? Can I get a virus or any malware as I use Ubuntu, and it may affect on the Windows OS? For example, if I got a spyware on the Window OS, when I will use the Ubuntu, is it will continue spy on me?
tl;dr Don't worry.
The virus would have to be written to affect Wubi. Linux viruses themselves are rare, bt one that affects wubi hasn't been heard of. Of course, a virus affecting the MBR or
Note; Of course it can copy the virtual disks used by wubi but that would be prohibitive both for the attacker, and the average internet connection. You have a very high chance of unwittingly interrupting such evil data transfer. Other spyware is run as a Windows program and set to be autostarted by Windows, so it will not affect Ubuntu as only a small portion of Windows is loaded(just
Now, about keyloggers:
To effectively keylogger your machine, one must either install(physically) a small device, or use an MBR keylogger. Even this may be thwarted due to the effect of GRUB, and how it loads Linux. Therefore, you should only worry heavily about "evil-maid" attacks, involving an adversary physically sticking pieces of hardware onto your computer. MBR attacks for keylogging are uncommon and not a high risk since they will likely be unable to transmit logs without the help of the host OS.