What's the best way to replace MacOS with Windows & Linux Dual boot?

I have had it with macOS.

I use a 2014 MacBook Air.

To use some apps I need, I had to upgrade to the newest macOS, but this slowed the computer down like crazy. Otherwise, I stay with an older version of OS X (Yosemite) which doesn't lag, but is not supported by many apps.

Right now I just have macOS. I want to get rid of it and use Windows & Ubuntu.

So how do I remove mac OS and dual boot Windows and Ubuntu on this thing?

You can leave Windows as is and replace macOS with Ubuntu. There will be a conflict between the files in the EFI partition for Windows and the files the Ubuntu installer will place in this partition. One way to avoid this conflict would be to create a second EFI partition when installing Ubuntu. After the installation completes, move the Ubuntu boot files to this new EFI partition.