Basically I've been using windows 10 on my hard disk (this is a laptop) and booting in kali linux with a usb stick from time to time, but since I realized I liked Linux a lot I decided to try a dual boot with Ubuntu (I have a backup just in case) possibly without wiping my data. So I made a live USB, booted into it and selected the 'install' option that appears on the desktop. I went with the 'dual boot with windows 10' option. I'm writing from Ubuntu from my main hard disk right now, but the problem is that from what I understood when I boot the 'black menu' (I think it's the grub bootloader or something like that) I should see an option to boot from windows, but I only have three options: Ubuntu, Advanced Ubuntu Settings (or something like that) and finally 'setup system' (once again, something like that). No Windows 10 option! As soon as I noticed it I installed GPARTED (I made some experience with kali) and I saw that windows is still there (could have done it with nautilus but due to being used to the crappy explorer in windows which can't even see freaking partitions I didn't think about it), so now if I'll have to reinstall Windows I can pass my old files which are still there with no problem (even though I'd prefer to resolve this with some faster solution), but even then, how can I keep both without ubuntu doing this? Any help will be appreciated, thanks in advance.
Edit: Fixed it! As @oldfred suggested I ran sudo update-grub
and everything worked from then on.