Download in Windows?

Running Windows 7. Want to dual boot at first as I am new to Linux. Do I download to my C drive or a USB flash drive? When I started to download Unbuntu to my C drive, I selected the file to download to. When I looked for it in windows explorer, the name had "trip advisor" in it. So, I cancelled it, then deleted it. What is the flash drive for if I am downloading to the C drive in windows?

Ubuntu is not an application that runs under Windows. Ubuntu is a completely separate Operating System, independent of and equal to Windows. But it's not a Windows clone -- Ubuntu is quite different in many ways.

Windows cannot be running when you install Ubuntu, therefore you use the bootable installer on the flash drive.

Step 1: You download the Ubuntu Installer image (https://ubuntu.com/download)
Step 2: You create the Ubuntu Installer from the image (https://ubuntu.com/tutorials/create-a-usb-stick-on-windows)
Step 3: You boot the Ubuntu Installer to actually install Ubuntu on your hard drive (https://ubuntu.com/tutorials/install-ubuntu-desktop)
Step 4: You boot into your new Ubuntu system

Follow the complete process properly -- don't take shortcuts.
Shortcut = Failure.