Does selecting "Remove Windows" option during install remove all my Windows partitions?

Yes, and once all the partitions have been deleted, it is very difficult to recover the files, sometimes impossible.

Basically, it depends on how the drive was formatted.

• If it was fast format, i.e. don't zero out the harddisk but just delete the file information (headers, etc), there is a possibility that you can recover some of the files using softwares such as TestDisk and PhotoRec.

• If it was a complete format, i.e. zero out the hard disk, then it is impossible to recover data.

In your case, it is very difficult to recover. If you want to do it with TestDisk or similar softwares, you'd need another harddisk which has atleast the same storage space as your harddisk, and you'd need to boot from either a Live USB or some other computer and connect your hard disk to that computer.

Ubuntu needs ext4 or ext3 (usually) to get installed. To install Windows you'd need one more partition of type NTFS.

If you have only one partition, you have to compress that partition to make space for new partitions, or you can delete that partition and format it as NTFS to install Windows.