Hi Alaasam
Welcome to Linux. It's no more difficult to setup networking in Linux than in Windows, its just different. All the underlying concepts of networks remain the same howerver.
Ubuntu is a good distro to start out with, they have fantastic documentation aimed to help a beginner get things up and running.
I would suggest having a look at https://help.ubuntu.com/10.10/internet/C/ to start with.
If you run into difficulties or dont understand some of the concepts let us know.
Be sure to post any errors or configurations that you are using at the time. The more information we have about the system the easier it is to help.
Have fun