Can I install Ubuntu without losing my files when i replace windows

It's as simple as using gparted to redefine the Windows partition from ntfs file system to ext4 file system for Ubuntu to use. You can use the new partition to store Movies, Music, etc. You can also use gparted to expand your existing Ubuntu storage space into the old windows space but that is a little more complicated.

Take your time and review your options by searching on gparted here in AskUbuntu and over the wider inteet with google.