A bit of a short post, but I was having issues getting Ubuntu to install from the ISO on Hyper-V. I’m not going to rehash setting up the VM. This article on LinuxHint.com does a good job covering the basics.
The issue I was experiencing is that despite the DVD (mounting the ISO) was listed first in the boot order the system kept jumping straight to PXE boot off the network card.

If I had waited I would have gotten this helpful notice below…

Note on the line for the DVD that “The image’s harsh and certificate are not allowed.”
The answer is to power off the VM and disable the Secure Boot option in the VM’s settings.

After this you can boot and install as normal. I suspect this option is part of using a Generation 2 VM, which is one place where I deviated from the LinuxHint article.