We need to download and install Oracle Virtual Box. Go to https://www.virtualbox.org/wiki/Downloads and download the file depending on your current OS.
Since I'm using Windows, I'll download the windows host file (.exe).
Next, we need to download Ubunut OS. Go to https://ubuntu.com/download/desktop and download ubuntu desktop OS file.
Run the virtual box installer file and install the same.
Once the software is installed, you should see similar window.
Click on the 'New' icon.
Enter a name for your new OS. For this illustration, I'll name it as 'ubuntu-demo'. Next, choose the directory where you want the ubuntu OS to be installed. Let the type be 'Linux' and Version - 'Ubuntu'.
Select the amount of memory size you want to allocate to ubuntu.
For hard disk, choose 'Create a virtual hard disk now'.
Let hard disk type be 'VDI (VirtualBox Disk Image)'
Storage on physical hard disk is up to you. You may either choose 'Dynamically allocated' or 'Fixed sized'. But I prefer to allocate dynamically.
Allocate some storage and proceed.
Go to settings > Storage > Empty (below Controller: IDE). Click in the optical disk icon on the right and click on choose a disk. Now, select the ubuntu OS file which we have downloaded earlier and then proceed. Click on Start and you are good to go.