I've just installed apache on Ubuntu and I see the page "It works!".
I now want to install my website and I was wondering in which directory should I copy it..
Also, is it good to copy it in the default directory ? Or should I create a new one ?
Apache is configurable to a large degree. You can serve documents from the normal directory of /var/www or from your home directory - or both if you so desire. If you're new then /var/www is probably a good place to start. Just be sure to give yourself ownership of it or you'll have problems editing your own web docs. If you're the only one with documents there then try this (as root of course):
Since you mentioned the subject of copies, it's a good idea to backup this directory as you make changes to the site, so I'd get familiar with "tar" or something similar.
If you're unsure and are unfamiliar with apache in general, stick with the default location. There is probably no reason you need to put it in a different location.