Windows is an operating system from Microsoft.
There are many other operating systems, many of them based on something called Linux. Ubuntu is a version of Linux.
Linux is software worked on by a community of people all over the world for free and it is open source (anyone can see the code) and the software is free.
Many companies then take the "free" Linux code and "package" it with various programs and apps and give it its own name, one such version is Ubuntu.
So the important thing to note it is NOT Windows so will not run Windows programs. However if you are not too worried about the computer that you are going to install Ubuntu on what have you go to lose by having a go?
Here is their web page where you can read more about it and download the code:
https://www.ubuntu.com/