Why doesn't Ubuntu 16.04 in Windows have ubuntu.exe?
Why doesn't Ubuntu 16.04 have ubuntu.exe inside the iso?
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Wubi is no longer supported and was only meant to be used for testing, not for permanent use.
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At this time, Wubi does not work with the Windows 8 or Windows 10 default bootloader. Thus at this point Wubi would not work on a new Windows 8/10 machine. An alternative way of installing Ubuntu in Windows 10 is with Windows Subsystem for Linux 2 which features a true Linux kernel. You would be able to install, but not reboot into Ubuntu.Wubi Guide
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An important reason for including Wubi in the Ubuntu installation media has disappeared. Now that most computers have ample disk space, it is not so important to give Windows users a way of installing Ubuntu within the existing Windows partition without making an extra partition.
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The default repositories in all currently supported versions of Ubuntu have an alternate package for testing the Ubuntu iso called Test Drive. However Test Drive only runs from Ubuntu and runs the test iso in a virtual machine.
I believe this was the wubi method which is no longer recommended. This method has been "not recommended" for quite some time even though it has still been available.
You should seriously consider posting a question about the failed install and provide specifics about the fail.