Ubuntu is capable of reading and writing files stored on Windows formatted partitions. These partitions are normally formatted with NTFS, but are sometimes formatted with FAT32. You will also see FAT16 on other devices.

Is FAT32 OK for Linux?

FAT32 is read/write compatible with a majority of recent and recently obsolete operating systems, including DOS, most flavors of Windows (up to and including 8), Mac OS X, and many flavors of UNIX-descended operating systems, including Linux and FreeBSD.

Can Ubuntu be installed in NTFS?

No. NTFS doesn’t support Linux file permissions so you can’t install a Linux system on it. It is possible to install Ubuntu on a NTFS partition.