I just installed Ubuntu using Wubi. Installation was fantastic and smooth. I've never seen such a smooth installation of OS.
Now when my Ubuntu is ready and running, where I can find those variety of software to integrate with it?
Check out the Application Menu, there's the Software-Center which gives you everything you need.
You shouldn't really miss out on synaptic package manager (from system -> admin). That is the complete list of available software. The Software centre is just the beginning of a new project and does not offer yet a complete functionality.
All about the repository (the "store" where all software is kept) here and here.
EDIT: There is nothing wrong with the software centre... that is exactly thought as an easy way for newcomers to install commonly used software. But if you want to evaluate ubuntu in terms of richness, the software centre simply doesn't make justice to ubuntu.
For commonly used non-free applications, once you have got the basics of repositories, also check out medibuntu (google Earth, Skype, Gizmo5...).