Yes it is that easy. It gets a little harder if you wanted to mount a disk
from a
Windows system to the Ubuntu, but not really that hard either.

With a Wubi install, the easiest method would be to boot to Ubuntu, go
to places, file system, and look for host, that is the Windows portion
of the system. You can copy and paste between the different systems.

could be even easier. when I was dual booting I could mount my windows
data within Ubuntu and get what i needed from there. and then put what
I wanted windows to have onto that partition.

I have windows and Ubuntu on the same home network here transfuing is a
blink.

an external drive would make things easy too

Are both locations on the same computer, or on the local network? Generally
it is easiest if you use a storage medium formatted to FAT32 as it is fully
supported by both Linux and Windows. You can't install Linux on FAT32 of
course, but can copy back and forth easily.

On a network file transfers are easy using Samba to emulate Windows file
sharing. It's a bit tricky to set up as it has far more flexibiity than
Windows and therefore a lot more options. Gadmin-samba is the GUI to control
samba. You can emulate a Windows Domain or active directory but simple peer
sharing is enough for most of us.

Warning - if you copy linux files and directories from the native linux
filesystem directly to a pc filesystem (such as fat32) you will lose
something, because pc filesystems don't understand unix semantics,
permissions and ownership, symlinks, hard links, sockets, pipes, quotas
or other unix filesystem features. But you can back up the linux files
or directories as tar files, and then safely store the tar files on a pc
filesystem, because tar will preserve the unix information, which can
then all be restored by unpacking the tar files again on a linux filesystem.