This is really a Windows issue, not an Ubuntu issue, but it does interact with Ubuntu, so it merits an answer.
Your first task is to figure out your Ubuntu boot mode. If the directory
/sys/firmware/efi is present, you're booting Ubuntu in EFI mode. This is the best possibility for overcoming your problem. If that directory is not present, then you're almost certainly booting in BIOS/CSM/legacy mode, which could complicate matters. I'll take the simpler case first.
If you're booting Ubuntu in EFI mode, then the solution is to get the Windows installer to boot in EFI mode, too. I just did a Web search and found this forum post on the subject. I can't promise it's 100% accurate. If you have problems, try a Web search of your own or ask on a Windows forum.
If you're booting Ubuntu in BIOS/CSM/legacy mode, then you need to figure out if your computer is capable of EFI-mode booting. If it is, you can install Windows in EFI mode and then install an EFI boot loader for Linux (see below), thus getting both Windows and Linux booting in EFI mode. If the computer is BIOS-only, then you're faced with the need for more complex or ugly workarounds, such as:
- Run Windows in a virtualized environment (such as under VirtualBox).
- Convert the disk from GPT to MBR form (which you can do with
gdisk, with some caveats), then install Windows in a conventional dual-boot configuration.
- Create Windows partitions and then create a hybrid MBR that contains those partitions to keep Windows happy.
I've listed these options in more-or-less the order I recommend them, although details of your configuration and needs might change that order.
Note that when you install Windows, in any boot mode, it's likely to either partially overwrite GRUB or configure its own boot loader as the primary one. (Using VirtualBox is the only solution that will eliminate this risk.) Thus, I wouldn't invest much effort in making Ubuntu boot loader changes before installing Windows. The Boot Repair utility can fix many Ubuntu boot problems; but it's important that you boot the emergency disk that you use to run it in the same mode you use for booting your OSes (BIOS/CSM/legacy vs. EFI/UEFI). To control this boot mode, you may need to use your firmware's boot manager, and details of how to do that vary from one computer to another.
Another boot loader repair option, albeit only for EFI-mode boots, is to use my rEFInd boot manager. You can download the CD-R or USB flash drive version, boot from it, and boot into Ubuntu in EFI mode. You can then install rEFInd from its Debian package or PPA; or run Boot Repair and be confident you're doing it in EFI mode.