Log into your Ubuntu VM. Open a terminal and type:
sudo apt-get install openssh-server
Switch to your host Windows. Open a command window and cd
your way to C:\Program Files\Oracle\VirtualBox
Type the following:
VBoxManage setextradata "guestname" "VBoxInternal/Devices/pcnet/0/LUN#0/Config/ssh/HostPort" 2222
VBoxManage setextradata "guestname" "VBoxInternal/Devices/pcnet/0/LUN#0/Config/ssh/GuestPort" 22
VBoxManage setextradata "guestname" "VBoxInternal/Devices/pcnet/0/LUN#0/Config/ssh/Protocol" TCP
Change guestname to be as it appears in the VirtualBox application, keeping the quotes.
Shutdown the Ubuntu VM - VirtualBox seems to require the guest OS be fully restarted after the above change. Start the VM again. You do not need to log in.
Open an SSH client on the host Windows. Connect to localhost, port 2222. Use the username and password you set for Ubuntu.
That should do it! It's slightly complex, but it only needs to be done once per VM.