First, you will need to

1. Create a partition in the free space


2. Format that partition so it contains a file system

Al of this can be done with the utility "Gnome Disks", installed by default in default Ubuntu with the Gnome desktop, or with Gparted, available by default in a live Ubuntu session started from an installation USB/DVD. Because you are not changing partitions that are in use, you can do this from within your running system. Alternatively, boot into the live environment.

Then you can

3. Mount that partition automatically during startup. That can be done manually by editing the system configuration file /etc/fstab, but it can also be done with the utility "Gnome Disks", installed by default in default Ubuntu with the Gnome desktop.

You cannot "simply" add that space to your Ubuntu system partition, because there is an ntfs partition to the right of it. That partition would need to be deleted (destructive process) or moved (slow process) to make free space adjacent to the Ubuntu system partition. Only then could that partition be expanded.