How do I change from dual-boot Windows/Ubuntu to single-boot Ubuntu?

If you need to expand the current partitions, the new free space after deleting the old Windows partitions should be right next to them. Also this has to be done with a lot of care, otherwise you may screw up the whole system. My advice is to delete the Windows partitions and turn them into EXT4 partitions which you can use from Ubuntu to store stuff, like movies, etc.

For this you need to use the utility called GParted. Install it from the Software Center if you haven't installed already. When you start GParted, it lists the partitions in your hard disk. They will be denoted in \dev\sda1 etc. You may be able to easily distinguish the Windows partitions from their file systems and mount points.

Delete the Windows partitions using the menu which appears when you right click.

The partition will now be marked as an unallocated space. Right click again and choose New. Choose the format you want to partition it into and click on the Apply All Operations tool button.

Read this tutorial if you're new to GParted.

In standard installations GRUB is probably not located in Windows partitions but it would be wise to check this first by running the BootInfo script before you end up with an unbootable machine after having deleted a partition.

Once you have backuped all your important data you can then boot from a LiveCD and start GParted as mentioned already. Note that deleting or resizing partitions is possible for unmounted partitions only.

Your bootloader (GRUB2) is really not in C: but in /dev/sda. So you can go ahead and delete windows partitions in gparted, booted from Live-CD. Check that Ubuntu will boot. After that, boot LiveCD again and grow your Ubuntu / partition via mouse in gparted.