Wubi is no longer officially released or supported. It's still possible to download and use Wubi from older download sources, but doing so is not recommended.
Wubi, which stands for Windows-based Ubuntu Installer, was the official Ubuntu installer for Microsoft Windows. It installed Ubuntu on an existing Windows partition and configured the machine to dual-boot.
Wubi was designed to make Ubuntu installation easy for Windows users. Rather than install Ubuntu on a separate partition, Wubi created a disk image on the Windows filesystem.
Canonical, the creator of Ubuntu, stopped supporting Wubi in 2013 due to changes in newer versions of Windows that conflicted with the default Wubi bootloader.