Given your current state, and assuming the amount of free space is what you want to add to Windows, you must:
- Move your Ubuntu partition (
/dev/sda5) to the right.
- Shrink your extended partition (
/dev/sda4) to its smallest possible size. (You must shrink it from its left side.)
- Grow your Windows partition (
/dev/sda2) to fill the free space.
Unfortunately, I know of no tool that lets you resize an already-installed system in as simple a way as the installer did. Also, these operations are not risk-free. Moving the Ubuntu partition is particularly risky, since a lot of data structures will have to be re-written. You might want to grow the Windows partition using Windows tools rather than GParted, since GParted relies on a reverse-engineered understanding of NTFS and might mess things up. To minimize the risks, back up all your important personal files before you begin.
An alternative that's much safer is to create a new partition in the free space. Make it FAT or NTFS and Windows will be able to use it. This is likely to be less convenient, but it has some other advantages. For instance, if you use that new partition to store all your personal files you might want to access from either OS, you can configure Ubuntu to not access the main Windows partition at all. This reduces risks to that partition, since it then becomes much less likely that an errant command in Ubuntu will wipe out Windows, or that a driver bug will do the same. OTOH, the configuration that you'll get from this will be less efficient, since when you're in Windows, the disk's head will have to seek over the Ubuntu partition when accessing both the original Windows partition and your new partition. The sizes also might not be optimal. Nonetheless, it's worth considering this approach. Given your unfamiliarity with the tools, I'd say it's the preferable solution.