If you really want to remove every trace of Windows ... follow these instructions :
Boot from an Ubuntu installation media and select Try Ubuntu without installing.
On the Ubuntu Live desktop open a terminal and execute the following command :
sudo mount /dev/sda1 /mnt
sudo dbus-launch nautilus
Navigate to the mnt/EFI folder and delete everything except the Ubuntu folder.
Then open the Trash folder and empty Trash. Close Nautilus and open GParted.
Delete the partition /dev/sda2 and the partition /dev/sda3 (see screenshot).
Boot the Ubuntu system ... open a terminal and execute : sudo update-grub
Now there shall be no Windows entry in the GRUB boot loader menu anymore.
Important : Do NOT delete /dev/sda1, it would cause an unbootable system.
Note : Although removing entries from the mnt/EFI folder can of course be done from within the terminal, I intentionally chose this method to make it most easy for you to achieve what you want.