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.

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.

A bootable USB key is a convenient way to install operating systems on netbooks without optical drives, or carrying around a Live OS with you at all times. It especially makes sense if you're ...