Wubi, which stands for Windows-based Ubuntu Installer, is a convenient and easy way to try another operating system without the hassle of partitioning or other issues that sometimes occur when attempting to run more than one operating system.
Wikipedia
Wubi uses a virtual disk mounted within the host system (Windows), allowing users to access the full functionality of Ubuntu after the computer starts and the operating system has been chosen from the available menu.
Wubi Guide
However, Wubi was never intended as anything other than a means to try a Linux operating system and, as such, it is usually recommended to install Ubuntu to a dedicated partition on the hard-drive.
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