In previous versions of Ubuntu I followed this link and manually did the trick. In fact, I did this:
cd /media/VBOXADDITIONS_4.2.4_81684/
sudo sh VBoxLinuxAdditions.run
But in a newer version of Ubuntu, I see that /media folder is empty. I next followed this link and installed guest additions, but still I can't locate them and /media folder remains empty. Simply doing Devices -> Insert Guest Additions CD image... does not work, but results in a warning, saying that something is inaccessible. So, something wich should be just the most trivial thing in the world turns out to be a kind of sacred knowledge that only chosen ones know.