If your Windows operating system was installed in "BIOS mode" (or "Legacy mode" or "AHCI" or whatever not UEFI mode), then you will need to reinstall you operating system after switching to UEFI. This may not require reformatting, just an "update" because MS-Windows installs a specific kernel for UEFI vs. BIOS mode - which will need to be replaced by the Windows installer.
Generally I think its preferable to install modern systems in UEFI mode as it has several advantages. The main reason people are not doing that today is because they are afraid of the "Secure Boot" feature of UEFI that supposedly prevents people from installing Linux - but let me assure you that this is not the case.
If you don't want to get into the hassle of reinstalling Windows, you can install Ubuntu along side Windows in BIOS mode, but to do that Ubuntu will have to install a boot loader to take control of the boot process before Windows, and it will also limit the type of file system you can choose and/or require you to create a /boot partition. All this should be handled automatically by the Ubuntu installed, so you shouldn't worry about.
