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.

Creating a bootable USB drive let's you get hands-on experience with Linux without necessarily overwriting your system.

If you choose to create a bootable USB stick, you have to use a dedicated piece of software such as Universal USB Installer or Rufus. Otherwise, you have to burn the image to a disk Boot to live ...

The boot process is simple and similar to that of Windows: one has to download an image from the official website, create a bootable USB drive, and boot from it to start the installation process.

How to make a bootable USB drive If you're trying to install a new operating system or flash your BIOS, you're going to need a bootable USB drive - here's how to make one.

Remember that to make use of your Ubuntu-powered USB flash drive on a PC you'll need to use the BIOS or boot loader to choose the option to boot from USB devices.