Once you've got your live USB, boot to your USB drive in your PC's BIOS, and your Linux distro will boot up. You could extend ...
Blue: Supporting USB 3.0 SuperSpeed technology and above, blue ports identify a device capable of fast data transfer: up to 5 Gbps (that's 5,000 Mbps) -- a significant jump from previous generations.
Ventoy is the ultimate multi-boot USB drive creation tool, in my opinion. I also use PINN, a similar tool for my Raspberry Pi OS installs, but that's for installing multiple OS on the same disk drive.