Secure Boot (and sometimes related settings like Fast Boot) needs to be disabled. Ubuntu 16.04 installation process is fairly well tested but I had to add nomodeset to the default Grub entry due to blank screen issue with Nvidia drivers (https://askubuntu.com/questions/760374/ubuntu-16-04-nvidia-driver-blank-screen). I actually had more problems installing Windows 7 on the same machine, since the Windows 7 installer does not work well on full UEFI hardware, so it had to be installed to MBR then converted to GPT later (a second/spare hard disk comes in really handy here if you don’t want to mess up an existing GPT disk).
The Ubuntu live installation cd has its own disk partitioning tool (gparted) which comes with more advanced options for people who are familiar with disk partitioning, especially for both Windows and Linux.
Having the Windows installation cds is a good idea in case you need to restore the boot partition/entries for Windows. Both Windows and Linux installations would usually share the same EFI partition, with separate entries to boot into Windows Boot Manager or Grub (Linux’s boot manager), but Windows media is still needed to recover the Windows side of things.