The only way to switch between Windows and Ubuntu is by restarting the
computer and selecting the required OS - that's how dual-boot works.

However, when booted into Ubuntu you can mount the Windows partition
and have read/write access to it so all your documents / pictures /
music etc will be available for use in Ubuntu. There's no need to copy
everything from one to the other :-)

There is a program to enable read access for Ubuntu files when booted
into Windows but generally Windows cannot see the Linux file system
and write access is flaky so not recommended ( it can screw up the
Linux OS !! ). FWIW, NTFS access in Linux also was flaky on writing
but this has been sorted a long time ago and you can write to NTFS
partitions without fear of causing errors.