I want to get Linux to practice some coding (I'm a total noob at this), but I don't want to get rid of my windows desktop. I was wondering if there was a way to have Ubuntu as just an application I can run whenever I want to use Linux, or if there was an easy way to transfer all of my files to Ubuntu.
3 Answers
You have basically two options to have both Windows and Ubuntu installed on the same machine:
Dual boot:
You free up some unpartitioned space on your disk and then install Ubuntu there directly, next to Windows. On every boot you will see a menu where you can chose whether to load Windows or Ubuntu. Switching between the OS always requires a full reboot, but both systems will run with optimal performance.
Virtual machine:
You install a virtualization tool like VMWare or VirtualBox in your host system (Windows), then you can emulate a virtual computer running as application on your Windows system. You can install Ubuntu in this VM. As Ubuntu then only runs inside the VM application on Windows, you can quickly switch between the Ubuntu guest and the Windows host. Ubuntu will be slow though because it's running in a VM instead of on real hardware.

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1If you go the VM route, you can also swap host and guest operating system (Ubuntu/Linux as the host with Windows running as a VM). – David Foerster Aug 02 '16 at 08:45
There are a number of ways.
For example you could dual boot. This is the way I did it until I ditched Windows entirely.
or you could run in a VM like virtualbox. Installing Virtualbox under Windows would be off-topic here but here's a page on superuser that covers it.
Installing Ubuntu on Virtualbox is however on topic as seen here
Note that there were some issues with Win 10 and Virualbox but I believe they have been resolved in the latest release

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You might want to expand on this, add a few examples and explanations. Also maybe add links to askubuntu posts that cover installing virtualbox itself and ubuntu in virtualbox – Sergiy Kolodyazhnyy Jul 29 '16 at 22:42
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I haven't used this since I don't have Windows, but it has been all over the internet. If in Windows Update you are in the Fast Ring, you can install Windows Subsystem for Linux. It takes a bit of setting up, but the rest is Googleable.

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cygwin
, virtual machine, or even dual-boot – Sergiy Kolodyazhnyy Jul 29 '16 at 23:01