I've never used Putty so I can't comment on it, but the ssh server is not generally installed on Ubuntu. To check to see if it's installed, do:
ps ax | grep ssh
You should see something like this, if ssh is running:
4692 ? Ss 0:00 /usr/sbin/sshd
If you don't, install it via apt-get.
sudo apt-get install ssh
Default port is 22. If you want to change that, you'll need to edit the following file:
/etc/ssh/sshd_config
Then you'll need to restart your sshd server:
sudo /etc/init.d/ssh restart
Here's a nice tutorial on ssh tunneling for Putty:
http://sdf.lonestar.org/index.cgi?tutorials/SSH-SDF