You can just use Teamviewer for Linux if you are familiar with it.
Otherwise you have 2 options, RDP or VNC.
RDP is windows Remote desktop sharing and there are linux clients for it like rdesktop. Advantage of RDP is windows side setup is relatively easier.
Install the rdesktop package, then from a terminal window use the following command line:
rdesktop -u REMOTE_USER_NAME -g 1024x768 REMOTE_HOST
It opens a remote session for the
REMOTE_USER_NAME on the
REMOTE_HOST. The screen (window) resolution is set through the
VNC is more well known on Linux. There are several servers you can use on Windows(UltraVNC is one that I have some experience with) to share your desktop and then connect using the inbuild VNC client in Ubuntu.