I installed Ubuntu inside Windows XP using the Wubi installer. But when I reboot and try to select Ubuntu, I cannot do so; when I press F12, it doesn't come up on the boot menu as a choice.
F12, when it has any affect at all, usually has the affect of bringing up the BIOS's boot menu where you can select between physical devices to boot. It does not facilitate selecting between different operating systems on the same device.
You installed Ubuntu inside Windows XP using
If not, please expand your question to provide more details, including what happened when you tried that.
If you had installed Ubuntu by itself (using the entire disk) or alongside Windows (both methods involve booting from a CD/DVD or USB flash drive. After installing, if you cannot boot Ubuntu, the solution is to reinstall Ubuntu's GRUB2 boot loader to the Master Boot Record. See:
Starting a Standalone Installation
When you start a standalone installation of Ubuntu by booting from a CD/DVD or USB flash drive, you do often have to tell your computer to boot from the CD/DVD/USB instead of the hard disk. In that case, for many machines (particularly, Dells), you would press F12 to select a boot device. So if that is not working: