system installation - Wanting to Install Ubuntu, currently have Windows, don't want to lose files

I was going through the Windows Installer page and it's made very simple. I'm just wondering if I'll lose my files if I do that. I had Ubuntu, loved it, got a new laptop, and should've installed Ubuntu then but didn't. I don't have any external storage media currently available to me, but if I can install Ubuntu without losing my files I'll go ahead and do that.
Help would be greatly appreciated!
Thanks!