Creating a bootable USB stick: Rufus, Etcher and Ventoy
In short: A stick from which a computer can start in order to install or try out an operating system; simply copying the ISO file is not enough.
In more detail: An ISO file is an image of an installation CD/DVD. For a computer to start from it, the stick must be written with suitable boot structures. Special programs do this. All data on the stick is lost in the process.
In Depth
Rufus (Windows)
A small program for Windows. Choose the ISO, choose the stick, set partition scheme GPT for UEFI computers (MBR for very old systems) and start. Rufus can create Windows installation media with customisations, such as without the online-account requirement or with a bypass of the TPM requirement for Windows 11.
balenaEtcher (Windows, macOS, Linux)
Very simple: image, target, “Flash”, with subsequent verification. Good for Linux ISOs if you do not want to set anything. On Linux dd does this too: sudo dd if=image.iso of=/dev/sdX bs=4M status=progress conv=fsync. Caution: if you specify the wrong target drive, its data is overwritten.
Ventoy: one stick, many ISOs
Ventoy is installed on the stick once. After that you simply copy as many ISO files (Linux, Windows, rescue systems) as you like onto the stick, and a menu for selection appears at startup. The rest of the stick stays usable as a normal drive. Handy for IT technicians and for trying out different distributions.
Tips and troubleshooting
Before writing, compare the checksum (SHA-256) of the ISO with the official value to rule out errors and tampering. At startup open the boot menu (often F12, F10, Esc or F8) and choose the stick. If it is not shown: check Secure Boot in UEFI, try another USB port (preferably USB 2.0) or another scheme (GPT/MBR). For Windows media the official Media Creation Tool is also possible.
See also: Dual boot, Trying out Linux, Boot process, ISO