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What is your partitioning plan? What are the four partitions for? Are they all for this installation or ????
Make one partition to be mounted at /. If the others are for this installation of the system, create them and select their mount points. If they are for other things, you can create them but not list a mount point, just a file system type and mark 'do not use this partition'. You also probably need to make a swap partition.
GRUB should be automatically installed which is why, if you are creating a dual boot system with Windows, you must install Windows first.
The only partition which needs to be marked active is the one with your windows boot files on it. If you don't have windows, don't worry about it. And yes, as stated, Grub is installed with the Ubuntu installation.
Other factors which are important include whether another OS is already installed, what that OS is, whether you are using UEFI/GPT and which installation type option you choose. If you have UEFI, I would suggest you read the first link below, if you are using MBR, the second link.
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