The default task manager in Ubuntu is called System Monitor. System Monitor is a very good task manager that, compared to Task Manager in Windows, uses much less system resources when it is running. This means that when an application has frozen, you can use the System Monitor to close it without using a lot of system resources which could cause your whole system to freeze.

In case your mouse is frozen too, you can still open the System Monitor from the keyboard if you assign a custom keyboard shortcut to the System Monitor in System Settings -> Keyboard -> Shortcuts tab. This answer has screenshots showing how to create a custom keyboard shortcut from the Keyboard -> Shortcuts tab.