The issue is how to delete logical partitions inside the extended partition. Since you have Ubuntu installed in the SSD (/dev/sda) you can boot from the SSD and do all the deleting of partitions in /dev/sdb`. There is no need to boot from the live USB.

Step 1: Make sure the partitions /dev/sdb5, and /dev/sdb3 are not mounted.

You can unmount the partitions using Gparted.

Step 2: Delete /dev/sdb5 first

Since this logical partition resides inside the extended partition, you can't do anything to the extended partition, /dev/sdb1, if the extended partition is not empty. Therefore the /dev/sdb5 must be deleted first.

Using Gparted, select the logical partition /dev/sdb5 and then delete it. Press the Apply button on the top part of Gparted to actually do the work.

Step 3: Delete /dev/sdb1 second

Now that the logical partition is gone, you can get rid of the extended partition. You don't need it in this setup.

Within Gparted select the /dev/sdb1 the extended partition. Delete this partition. Press the Apply button on the top part of Gparted to actually do the work.

Step 4: Delete /dev/sdb3 third

By now you should have got the hang of how to do it. Remember to Apply.

Step 5: Create a new primary partition in the empty space

Now you have a big empty space in front of the /dev/sdb4. Use all this space to create another primary partition.

Since you don't have Windows any more, format this new primary partition as ext4.

Optionally add an entry in the file /etc/fstab so that the partition mounts at the boot time at a mount-point of your choice.

Hope this helps