It sounds to me like you might have installed Wubi or a similar Windows-based Ubuntu install application.
Wubi is an downloadable Windows executable that will allow you to download and install Ubuntu from a Windows desktop environment. It will act just like you're installing another program or application, but it will actually setup and put in place the boot records you will need to dual-boot into Ubuntu. It's a nifty bit of kit.
If the above sounds familiar to you then you have a fully functional Ubuntu installation. If you wanted to revert from this installation to Windows, there is currently no way to reverse the process (ie, start a program in Ubuntu that would install Windows). It sounds like this is what you are trying to do (boot the Windows install CD from Wine) and that simply won't work; because of the way Wine runs applications, it would not be able to see the raw partition information that is required to repartition/install Windows to your hard disk. Unlike Wubi, which runs natively as a Windows application, Wine emulates a Windows environment - hard disk inclusive - so you won't be able to make changes to the partition table or the wider Ubuntu operating system whilst in Wine.
Instead, you would have to completely erase Ubuntu and install Windows. This could mean loosing all your data. The method I am suggesting below is indeed just that - so backup and documents, photos or likewise you have installed as it will be lost.
Insert your Windows install CD and reboot the computer. Go into the BIOS and look for a "boot device order". Following the on-screen key prompts, ensure that the CD drive is at the top of that list. Save the settings and exit the BIOS. Your computer should boot into a Windows installer environment. Follow the prompts and when it asks where to install Windows, delete all existing partitions. Once they are all deleted and all that remains is one big chunk of unallocated space, choose that as the destination and proceed. Windows will erase Ubuntu and replace it with itself; again, you will loose all your data by doing this - so backup!!!