You can convert from MBR to GPT using GPT fdisk (
sgdisk). I believe it's in the Ubuntu repositories under the package name
gdisk. Check the extended gdisk documentation at the linked-to site for information on doing such a conversion. Note that if this is a boot disk, it will become unbootable after the conversion; you'll have to re-install your boot loader. You may also need to create a BIOS Boot Partition on the disk if you're using GRUB 2.
EFI implementations vary in how they decide which boot mode to use (EFI vs. MBR/legacy). Using the partition table type is one possible cue, but there are others. Thus, doing an MBR-to-GPT conversion might not be sufficient or necessary. It's possible that what you actually need to do is to remove a BIOS-mode boot loader from the first sector of the Linux disk. You can do this with the following command:
sudo dd if=/dev/zero of=/dev/sdb bs=440 count=1
This assumes that the Linux disk is /dev/sdb; adjust it as necessary. Also, the
count= options are extremely important; if you mistype them or omit them, you could trash a lot of data on the disk!
In any event, if you delete the BIOS-mode boot loader, you'll need to replace it with an EFI-mode boot loader. Several are available. Check the link for a full description and installation instructions.
If possible, I recommend testing with a spare disk to determine whether it's the presence of a BIOS boot loader or the presence of a GPT that's interfering with your EFI-mode booting of Windows. That way, you won't go down a potentially fruitless path trying to fix the wrong thing.