Installed Ubuntu on external drive and can't find my files

In your situation there is two ways to recover your files if they still exist,

First from ubuntu:

you need to open ubuntu than open the terminal and run this script.

sudo fdisk -l (it will list all the partitions on your hard disk)
sudo mount /dev/sda(partition number) /mnt  (where you will find your files)

if you want to unmount the partition simply type sudo umount /mnt.

Second from windows:

windows will not show you the partitions because it doesn't support the ext* file systems so you will not be able to view the files on your external disk.

but you can this tool Linux Reader it will show you any Linux partitions on your external disk and you will be able to recover your files.

Finally,

if you want to uninstall Ubuntu you can simply run the disk manager on windows than delete the Linux partitions and create new windows partitions.