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Introduction to Linux - A Hands on Guide
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You have to have sufficient space available on your existing Windows drive, the Ubuntu installation will guide you through the process of a dual boot configuration. What it does is to re-partition the drive to take a chunk and use that solely for the Ubuntu, it modifies the boot so that GRUB will run, and GRUB will be the piece which understands that there are two operating systems; it will show you the options when it runs, give you a timeout period for selecting your intended choice, or continue and boot the default choice if you make no choice. My experience is that Grub will show you more than two boot options, it will be clear what is Windows, Linux will likely be Grub's default choice, then there will likely be a recovery boot option and a command line or other form of helpful boot option. If you learn more about Grub, you can alter the options and the defaults so that things happen like, 20 or 30 seconds of waiting for you to hit a key, or less than the default time if that's your preference. The more useful one is to alter which OS will boot if the user does nothing; my experience shows that it chooses Ubuntu, so you could change that to be Windows in the event that you wanted a power on boot with no actions to bring you to Windows by default.
I don't have experience running both OS'es simultaneously, seems like there are a few options for that, suicidaleggroll I think is showing one option to run Linux as a virtual machine within Windows.