As stated in title, how can I do it? When I start Uplay it gives me an error and it's all.
You can't yet , there are still alot of bugs needed to be fixed Check out this link for more information http://www.winehq.org/pipermail/wine-bugs/2012-May/322485.html
If you really need to use this on Ubuntu , there is still one way , Install Windows 8 ( Free Version ) in Virtualbox and through that , you play the games.
you can also check out another game client that runs nativly on Linux
My experience on Ubuntu 20.20 is that for Steam, you don't need Wine or anything, it'll install all the necessary things on its own. As for Uplay, I managed to get it working with Wine-staging and Lutris with the help of this guide: https://www.lifewire.com/how-to-get-gog-galaxy-on-linux-4689192 (I didn't need GOG so I summarized the whole process here: https://edison23.net/blog/uplay-on-ubuntu/ ; not much new there compared to the original guide, just less explanations of what Lutris and Wine are).