Well, the good news first: yes, it has a gui,
or the "icon driven interface" as you put it.

Do you have a handy copy of xp,vista,or win7,
or whatever you have to use?

Do a Google search for "virtualbox"-google is your best friend :)

Installing a virtualbox on your set-up is probably possible,but,
I, personally wouldn't do it on a wubi install, because dual-booting is so
easy,and a clean install of linux with a vbox running windows,etc. is the way it
was intended (as far as I know)
For instance :I have Kubuntu 10.04 with XP on the virtual box.
Virtualbox site:
http://www.virtualbox.org/