Setting up Hangul (Korean) Input on Ubuntu
Disclaimer: I'm _really_ not experienced with this, but since this instruction was missing, I decided to at least give a pointer to a working guide. Feel free to improve.
Please see SCIM's wiki page on setting up Hangul Input on (K)Ubuntu
After following that guide (and restarting X: log out; press Ctrl-Alt-Backspace; log in), you should be able to press Ctrl-space and get a window where you can choose an input method.