One of the really nice things about Ubuntu, is that it is very portable. (also can apply to other Linux based systems)
Ubuntu can be downloaded from Ubuntu in, Desktop, Netbook or Server Versions. (also 32 or 64 bit systems are supported). Once you get the file, (.iso) you can can run it as is, in a virtual environment (like virtual box), burn it to a CD/DVD or use Ubuntu's "Startup Disk Creator", to make a auto booting thumb drive (USB).
Most of us will likely just make the CD/DVD. Once made, you could, if you have Windows up and running, insert your new disk, let it auto start. It should then give you the option to INSTALL IT INSIDE WINDOWS (wubi installer), or restart your computer, so it can boot right from your CD/DVD. If done this way, you can choose to, TRY IT OUT (run Ubuntu completely from your disk, without touching your current operating system) or INSTALL IT. If you choose to try it out, (I believe you should!, See that it works with your devices and the Internet...) you might notice your drive spinning for a while, as it does take a while to load from disk. Also, know that even though it is quite usable this way, if you do eventually install it, it will run a lot faster. I believe it loads and runs faster than windows.(once installed) When you done testing, you can click on the install icon on the desktop, to install or just quit.
If you do the install INSIDE windows, they say you might notice a slight loss in speed. I did not! The best part of installing INSIDE windows is that if you want to remove it, you just go to your windows add/remove programs to remove it. It also returns the hard drive space, it was using.
If you boot from & run from CD/DVD disk or thumb drive, you can carry it from one computer to the next, EVEN IF WINDOWS, FAILS to work & can be used as a tool to get at your files or possibly repair windows.
If you choose to make the USB thumb drive, you must make sure the computer bios is set to boot from USB. I like this way, because you can easily carry it along with you. Note: While it may load slightly faster than disk, it is still slow booting, but does not put the wear & tare on you CD/DVD drive.
If you are interested in the virtual environment route, do a search for the same.
I like Sun's VirtualBox, but just use it for testing beta's and the like. (you might not get all the bells & whistles.