As long as the crash is software-related (as in, you didn't drop your machine from the kitchen table), there is no harm done to the hard drive itself.
What causes boot issues after crashes is the fact that certain files have been corrupted due to incomplete writing. Put simple, say your Ubuntu machine was writing to a configuration file that is being read at boot time, but when the write was halfway, it crashed. This causes an incomplete file to reside on disk, so next time you boot, you might have an issue because the system doesn't know what to do with this half-baked data.
Note that this is not physical damage in any way: as long as the crash was caused by software errors (e.g. BSODs) or the power or reset buttons, nothing is likely to go wrong. What can cause issues are voltage spikes like those caused by removing the power cord or lighting strikes, or plainly dropping your laptop.
Regarding the effect from the guest OS to the host: as long as the Ubuntu guest does not touch any files belonging to the Windows host (via shared folders and such), these issues will only effect the guest, and never the host.