If you want advanced settings dialog for your already installed Compiz Eye Candy effects on Ubuntu, go to System → Administration → Synaptic Package Manager. On search field enter “compizconfig” without quotes. Select “compizconfig-settings-manager” and Mark for Installation.
After installation, you can find the config manager in System → Preferences → CompizConfig Settings Manager. Here you can set all Compiz settings for animations, enable/disable effects, shortcuts, delay, etc..
If you want to set up window thumbnails preview at your taskbar, just like Windows Vista, go to CompizConfig Settings Manager. From Category choose Extras and click on Window Preview check box for enable the thumbnails. Enjoy!