I have read about a software called WUBI. Does anyone know where this software is installed – on Linux or on a Windows system drive or can I select the drive? Thank you for your help.
Wubi installs Linux to your Windows drive.
As Tina's link points out, Wubi is simply an easy way of installing Linux systems, best known for being included with Ubuntu. It makes installing Ubuntu just easy as installing any other Windows program, meaning you don't have to mess around with partitions to get a working Ubuntu system. Ubuntu will be installed within your Windows filesystem, and be be started with the Windows bootloader.
This is a great way to try Ubuntu out without having to re-format your drives. Best of all, if you decide you don't like Ubuntu, you can remove it from Windows' "Add or Remove Programs" panel.
check out this article:
How to Set Up a Dual Boot Windows & Linux System with Wubi