I downloaded Ubuntu from torrent, and opened it by extracting the file.
Now, I don't know what to do, and copied all the files in C:
drive and restarted my PC, but Ubuntu doesn't get started. What more I've to do ?
4 Answers
To install Ubuntu, first you need to burn the ISO that you downloaded to CD. To do so see Burning ISO How to. Once that is done, you need to boot from that CD, and make sure that your system is set to boot from CD. Once it boots, you will have the option to install Ubuntu alongside windows, and that way you have both Ubuntu and Windows on the same machine. A second way, is to install Ubuntu from within Windows, just like any application, by running wubi.exe from the CD. For more information on how to install Ubuntu you may check out Installing Ubuntu Desktop or Welcome to the Ubuntu installation guide!

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you have downloaded and extracted the files in you C drive but you have not made an instance of Ubuntu at the boot loader.
WUBI is the Windows Ubuntu Installer but it is very risky to use but after sometime it would freeze you windows. So I suggest you to make a separate partition of Ubuntu and swap of 4-5 GB and install ubuntu in that make the USB Bootable.

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Ubuntu is an operating system. it does not run in Windows, it is an alternative to Windows. Go to Ubuntu.com for advice on how to install and try Ubuntu

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Ubuntu can run in Windows through WUBI . – Raja G Sep 22 '12 at 16:51