Unless you use Wubi, you need to install Ubuntu in a separate partition. Alas Wubi is deprecated and unsupported by Canonical and doesn't work at all in UEFI environments. Please perform a regular installation and choose "alongside Windows".
While there is no practical risk, that Ubuntu damages your Windows installation or data on Windows partitions, both the manual or the automated re-partitioning, that occur before or during the first installation of Ubuntu on a system with pre-installed Windows, may fail or be interrupted (e. g. by a power failure), in which case your data would likely be lost. It is important that you back up your data. Data without a backup is by definition unimportant. And that's not just for Ubuntu or its installation procedure.
Relevant resources: