A structure of wind outflow from the supercritical accretion disk in SS433 is described on the base of observational data and current models. We discuss mechanisms on formation and collimation of the jets in SS433. In the inner disk regions a cone of outflowing matter is probably formed, where a collimated radiation and fast--moving gas propagate. The inner X-ray jets are surrounded with hot gas cocoons observed in UV and visible. A face-on SS433-like object oriented with one jet towards us, would appear as beamed, ultra-bright (1039-1041 erg/s) X-ray source. We suggest that the Ultraluminous X-ray sources (ULXs) observed in external galaxies are face-on SS433 stars (or face-on microquasars). This interpretation provides direct observational predictions in X-rays such as violent rapid variability and broad and complex absorption lines. We discuss properties of the supercritical disk funnels, which could be derived from observations of ULXs.