Can't download anything;lost all of my info on windows 10

So I made the leap and pledged to follow through with programming this time. I remember finding codeacademy boring so I grabbed a Ubuntu book at the bookstore today and put in the CD to try it out. Everything was going pretty well and I remember following the steps perfectly. For whatever reason (and I flipped through tons of pages that never explained) the Python packages I downloaded wouldn't do what the book said they would--that is, they wouldn't open up a text editor (or interpreter? bear with me I'm a complete newbie). The Ubuntu OS comes with gedit, but whenever I typed a command in Python it wouldn't execute. Figured it was just cause the Python package downloads weren't opening correctly because I didn't know how to do it.

Anyway I worked on this stuff for hours but to no avail with Python. I wasn't even able to download spotify, adobe flash OR chrome. I popped out the CD and left the bookstore. When I got home I saw that Ubuntu was still running despite not having the CD in. I turned off the computer and changed the BIOS settings and boot order back to where they were initially but it still only boots Ubuntu.

Right now I have come to terms with the fact that I probably lost all of my photos, essays, songs and precious bookmarks I had on Windows 10. My fault for not backing up I guess. Still, naturally, I'd like to know if there is a way to recover it. Even better, recover it and dual-boot (I think that's what it's called) Windows and Ubuntu with Ubuntu working well enough to download chrome, adobe spotify and maybe audible. Even better if it lets me program in Python! Pipe dreams eh..

Anyway at this point I'll take any help I can get. Kinda bummed that I can't do anything I want to on my computer haha.