I want to try and use Windows machines from an Ubuntu instance, what are my options to achieve it? How do I set either Ubuntu and Windows to allow remote desktop?
This depends on how you want to connect to the machines...
1 you can connect using software like teamviewer or vnc
this way doesn't enable you to login to the windows machine, but you can control the windows pc from your ubuntu desktop. this means someone will have to login there for you. this doesn't really have to be a bad thing, as you can connect to e.g. a machine of your friend and help him out solving his problems - he sees the same things on screen as you do and you both can control keyboard and mouse.
teamviewer setup (www.teamviewer.com) is simplest and shouldn't need any explaination - vnc is a bit more difficult to install and (normally) doesn't work over network boundaries ("outside" of your current network)
2 you can connect to your windows box using rdp
rdp is the windows default and builtin "Remote Desktop Protocol". with rdp you can connect to a remote windows machine, login to it with your username and password and use it almost like if you were sitting in front of it. so that one allows logging in - the only problem is it doesn't allow simultaneous usage from remote and directly by someone sitting in front of the pc.
to use rdp at your windows box (explaination for win7) you have to:
at the linux box, you'll have to install a client like "remmina" which will allow you to enter the computer name of your windows box to connect to it.