dont try to open the Windows 10 setup .exe file through ubuntu. if that windows setup contain files (or folders) having the name "boot" in them, then it is bootable.
if so, plug in the usb drive containing the setup and do the following:
copy the Windows setup to a USB drive
keep it plugged to ypur laptop
restart the laptop
when the screen show's your motherboard's brand name, press F11 or F12 (actually u gotta google what the boot menu key of ur laptop is)
in the boot menu, select that usb drive which contains the windows setup. should appear somewhat like