Most of the Linux distributions come with ISO images. It’s a bootable disc. You can burn it into a CD or DVD and it then you can boot it to install or using it as Linux live CD. But after a while you will have many old CD in your drawer since the new version keep coming. To save all your CD you can use USB Flash drive instead using UneetBootin.
UneetBootin is an open source program developed by Geza Kovacs that allows you to create bootable Live USB drives for Ubuntu, Fedora, and other Linux distributions without burning a CD. It runs on both Windows and Linux.
Here is the steps to create Linux bootable live USB (i assumes using Windows):
1. Download the UnetBootin here.
2. Install it and run it
3. And you will see the Windows like the screenshot above.
4. If you already have the iso image, select Disk image type ISO and select path to your ISO file
5. Then choose type “USB Drive” and drive letter (for example: “E:”)
6. Then press OK
7. Wait until it finish
Now you can boot your PC with the Flashdrive and you ca run Linux Live from the FlashDrive.