Before proceeding further, it's imperative that you determine how Windows is booting: in BIOS (aka legacy) mode or in UEFI mode. This is tied to the partition table type: In BIOS mode, Windows must boot from an MBR disk, whereas in UEFI mode, it must boot from a GPT disk. This is described in more detail here. Installing Linux in the wrong boot mode is likely to be a recipe for frustration; for best results, the boot modes of both OSes must match. If they don't match, you'll have to jump through extra hoops to get them to match or to switch your computer's boot mode whenever you boot.
Once you know the boot mode, the question becomes: How do you boot the Ubuntu installer in the desired boot mode? In some cases there are two boot options for CDs and/or USB drives in your firmware's boot-time boot menu, so once you access it (typically by pressing F2, F10, F12, or some other key at boot time), you can select the appropriate boot mode and continue. It's easy to overlook the distinction between these options, but one typically mentions "UEFI" (for UEFI) or "legacy" (for BIOS). Unfortunately, some firmware implementations don't give you the sort of control you should have, so you might not see these options. Also, there are sometimes bugs, particularly with UEFI boot mode, that can make it very difficult to get started; you may need to replace one EFI boot loader with another. Alternatively, you could install in the "wrong" mode (despite what I just wrote about that being bad) and then switch the boot mode later by manually installing the correct type of boot loader. Debugging such problems is system-specific and so is better handled in forums than on a site like this one.