In order to setup shared directories/files on Ubuntu one way is to use Samba.

To install the samba package,enter the following command:

sudo apt-get install samba samba-common

Also install these suggested packages for samba:

sudo apt-get install python-glade2 system-config-samba

 

Backup the smb.conf file, then delete it and create the new one:

sudo cp /etc/samba/smb.conf /etc/samba/smb.conf.bak
sudo rm /etc/samba/smb.conf
sudo touch /etc/samba/smb.conf
sudo nano /etc/samba/smb.conf

 

Add this, in your smb.conf file (or change it according to your requirement):

#========================== Global Settings ===========================
[global]
workgroup = WORKGROUP
server string = Samba Server %v
netbios name = ubuntu
security = user
map to guest = bad user
dns proxy = no
#============================ Share Definitions ========================
[MyShare] path = /samba/share
browsable =yes
writable = yes
guest ok = yes
read only = no

Save the smb.conf file and restart the service:

sudo service smbd restart

Now you can access the samba share from Windows.