First, I recommend you go into your firmware and disable Secure Boot, if you haven't already done so. This isn't always required, but Secure Boot seems to cause a lot of problems with many Ubuntu installations, so IMHO it's best to disable it. This will not solve the specific problem you're reporting, though.
Second, do one of the following things:
- In Linux, install my rEFInd boot manager. There's a Debian package that you can install quite easily. The result is that when you reboot, you should see rEFInd rather than GRUB. rEFInd should enable you to boot Windows or Linux (and to boot Linux either directly or via GRUB).
- In Linux, install and run the Ubuntu Boot Repair tool. This should fix your problem, but it will probably leave stray and non-functional boot entries. Some users find that it doesn't create bootable Windows entries, but it does for others.
If you try Boot Repair first and it doesn't work to your satisfaction, be sure to run it again and restore the backup files it created before trying rEFInd. There's an option in the advanced menu of Boot Repair to restore its backup files.