Follow these steps to create bootable Linux in USB Drive.
1. Download the version of Linux you wish to install in USB drive
2. Download Unetbooin application from http://downloads.sourceforge.net/sourceforge/unetbootin/unetbootin-windows-357.exe?use_mirror=nchc
3. Open the application Unetbooin
4. Select the second option “Diskimage” and select ISO mode
5. Make sure you have selected the correct location of your USB drive
6. Then click OK
7. When it finish copying, select reboot now and boot from your usb drive