I've decided to completely switch to Linux from Windows so I'd like to expand my current partition with the old windows partition. If possible, I'd also like to add the last three partitions but I'm not quite sure if I can remove these.
How can I do this without losing data on my current Linux partition?
If you want to preserve your current installation, the easiest probably would be to create a partition in the free space, then have that mounted automatically during start up (include it in /etc/fstab) so you can use it for storing user data. In Linux, you can easily create symbolic links pointing to folders on the data partition. These symbolic links act and feel like normal folders, and make data anywhere accessible from within the home folder of the user.
It is in principle possible to 1) move your current system partition to the front of the disk then 2) expand it to fill the free space, but step 1) will be very slow, and does not always succeed well. Thus, it is a relatively risky operation.
At some time in the future, on the occasion of a new Ubuntu version, you may choose to completely reinstall fresh, wiping the entire disk. You should actually do this now and then: upgrading an Ubuntu version is not always seamless. For example, last upgrade, I had an issue where libreoffice-windows would sometimes not be updated on the screen (I typed, but saw nothing, after swithching away then back it would work again). A fresh install of Ubuntu 20.10 resolved this.
