To copy and paste between VBox and Ubuntu, I think you may need to
have seemless mode enabled. Also, this only works for copy-n-pasting
text, not entire files. It is fairly simple to set up a shared
directory between Ubuntu and Windows on a VM, though. There are
several tutorials available on the net... You can also just use a
removable flash drive to transfer files between the two, as long as
you installed the OEM version from Oracle, and not the version of
Virtual Box that is in the repositories.