Perhaps they referenced this guide to create a bootable Live USB on Windows, allowing them to test drive something like Ubuntu without making any changes to their PC.

Run Ubuntu Live Step 1: Make sure that your computer's BIOS is set to boot from USB devices then insert the USB flash drive into a USB 2.0 port. Turn your computer on and watch it boot to the ...

Plug your USB flash drive into your PC. Go to the Batocera website. Then select the x64 Windows version of the OS and wait ...

Early versions of the Raspberry Pi could only boot from SD cards, but newer ones can boot from any USB device, like an external drive or USB stick. Here's how.

Boot into Puppy Linux: Insert the bootable USB drive and reboot your computer, ensuring it boots from the USB drive. Navigate to the Installer: In the main menu, go to Setup > Puppy Universal ...

Make Tech Easier shows us how to get up and running with VirtualBox from a bootable USB drive. To do this, you'll need a bootable USB drive (obviously) and you'll need to be comfortable using ...