> Is there another way to run two operating systems rather than double booting?
Sure are.
Install WSL | Microsoft Docs
Guest_OSes – Oracle VM VirtualBox

WSL is great for Ubuntu if you want just the command line utilities within a real Ubuntu environment.
It integrates very seamlessly within windows, so it's dead easy to roam around the file system from within WSL or windows.

Virtualbox gives you an actual machine to play with, GUI and all.
You have a wider range of OS types that can be guests than you can with WSL.
If you then also install the extension packs on the guest, you can do copy/paste/file sharing with the host.

The further advantage over dual booting is that you can have (subject to your host machine specs) have more than one instance of each running at once.
This too is good if you want to set up a virtual network and have one VM attempt to hack into another VM.

The downside is that the host might not allow some 'deep' hardware manipulation that would be available if your guest OS was natively installed.

> what is the difference betwenen ubuntu and kali linux?
Type that into your favourite search engine.
Eg Difference Between Ubuntu and Kali Linux - GeeksforGeeks