Hi,
Sorry for being a noob but do I need Ubuntu for all this or can it be done on windows?
Using windows is possible, but you still need to compile cgminer from source code. See this guide,
https://github.com/cmmodtools/cgminer/blob/master/windows-build.txt.
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At low difficulty, I wonder if I made a mistake for not getting anything in days.
How old/slow is your CPU? My old GPU manage to mine 4 blocks within 4 days, although 2 of them become stale block.