Daemons are like "services" in Windows.
Boot to the Ubuntu disc, and double click on the installer icon on the desktop. It will run you through the installer.
Back up all your data before doing so. If you want to dual boot Windows/Ubuntu, go to (in Ubuntu) System -> Administration -> GNOME Partition Editor and resize your partition Windows partition. It will install the boot loader for you.
EXE, C:\, DLL, registry ... all Windows-only stuff that you will not see in Linux.
Instead you may see .x86, .so, /dev/hda1, /etc ...