You definitely haven't installed it into same partition as it would have deleted Windows.
Linux uses a much better partition system which Windows can't use. When manually adjusting the partitions, rather then using automatic option offered, it is important to keep Windows as the first partition because Windows Boot Manager can't find its files if they are elsewhere. You do not need to format your disk, but that would be the quickest way.
You can skip the boring solution and jump to recommended way if you like.
The most effective way would be to swap partitions; it is very complex but possible. The longer but easier way is to copy content from Windows home directories into Ubuntu, then using some live distro (for example SystemRescueCD or GParted CD), you can do it using GParted to
delete the Windows partition and moving all the partitions to the right. This will take your computer the whole day to go through.
Once done, reinstall Windows (only up to the stage where it wants to restart).
Now use the live CD from which you installed your Ubuntu and install grub again.
Boot into grub and copy your old home directory back.
Reboot and chose grub's entry for Windows and finish the Windows installation.
Now the easy and recommended way:
- Install VirtualBox
- copy the full contents of the Windows partition into it
If it doesn't start working straight away, make a new installation choosing not to format the drive in the process.
Don't forget that instead of usual drivers you will need VirtualBox Guest Additions.
Now you can remove the Windows partition. Using some live distro, increase Linux's partition size.