The whole disk uses either the GUID Partition Table (GPT) or the Master Boot Record (MBR) partitioning system; you can't convert just one partition from GPT to MBR or vice-versa. That said, there is something called a hybrid MBR, in which an MBR is laid atop a GPT; but this is an ugly and dangerous hack that would be useless for your specific situation anyhow, so don't even think about it. (I only mention it so you won't try to use it if you read about it elsewhere.)
It's not clear from your post what you understand of BIOS-mode vs. EFI-mode booting. BIOS-mode is the old style of booting that's been used since the 1980s. EFI-mode booting is relatively new; it's only become common since about 2011, or a bit earlier on Macs. To boot in EFI mode, your firmware must be an EFI (or its newer variant, UEFI). Most EFIs also support BIOS-mode booting via a Compatibility Support Module (CSM), aka legacy-mode booting.
Windows ties its boot mode to the partition table type; you can only install or boot Windows in BIOS mode on an MBR disk; and in EFI mode on a GPT disk. Linux is much more flexible about this, although most distributions enforce an EFI/GPT marriage in their installers. The mode of any given boot depends on a complex interaction of factors, including firmware settings, disk layout, and user choices. On most UEFI-based PCs, EFI-mode booting is the default; BIOS-mode booting is possible only if it's enabled in the firmware setup utility. Enabling this feature greatly complicates the boot process. Given your symptoms, it's virtually certain that this feature is active on your computer.
In any event, the error message you're seeing indicates that you've booted the Windows installer in EFI mode, but your disk uses MBR. With an EFI/MBR setup, the Windows installer will refuse to proceed. If you've got a PC (not a Mac), you have two main choices:
- Getting the Windows installer to boot in BIOS mode makes sense. You may be able to do this by using your computer's boot manager to force a BIOS-mode boot. The boot manager is usually accessed by hitting Esc, Enter, or a function key as you power on the system. When you enter the boot manager, with any luck you'll see two entries for booting the Windows installer, one of which includes the string "UEFI" and the other of which doesn't. Select the entry without the "UEFI" string. This procedure isn't 100% reliable, but it usually works.
- You can convert the disk to GPT using
gdisk, as oldfred suggested in his comment; however, you'll need to re-install your Ubuntu boot loader. If you install Windows in EFI mode (which would be the point of this conversion), you'll do well to install an EFI boot loader for Linux, too. (Booting Windows in EFI mode and Ubuntu in BIOS mode is possible but is highly inadvisable.) Several are available, as described on my Web page on this subject. Probably installing the EFI version of GRUB via Boot Repair or my rEFInd will be easiest to manage.
It's hard to say which approach is better. If Windows was pre-installed, it probably booted in EFI mode and used GPT to begin with, which means you've changed things considerably since you got the computer. The extent and reason for these changes is unclear, which makes it hard to give concrete advice. If you installed Windows yourself, there's no telling how it was initially set up. Without your complete partition table information, it's impossible to say if you might run into partitioning issues with either approach.
One further possible complication is that Windows sees a hybrid MBR as an MBR, but Linux sees such a disk as using GPT. Macs often use hybrid MBR setups to enable OS X and Windows to coexist. If this is what you've got, then neither of my preceding suggestions is 100% in order; removing the hybrid MBR in favor of a regular GPT is likely to be best. Post the output of
sudo gdisk -l /dev/sda if you've got a Mac and you want to know if this might be what's going on.
Oh, and using DiskPart in Windows to convert from GPT to MBR will trash your Ubuntu installation. In fact, I trust the Windows partitioning tools about as far as I can throw my house, so I wouldn't use them except as a last resort, and perhaps to shrink existing Windows partitions.