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.

Create a bootable USB stick from Linux I was keeping the best for last. If you are running Linux, you can use the dd command (as in the instructions for macOS above) to create the bootable drive.

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.