So I was under the impression that if I flashed an image of Ubuntu onto a USB stick, connected it to my laptop running Windows 10 and booted it from the boot menu (F10) I would be able to use linux as usual without having to worry about my Windows installation. However, when Ubuntu boots, it brings me to a menu asking if I want to "try linux" (which I'm currently on, typing this question), or to "install linux". I tried to click he "install linux" option, but it recognises Windows boot manager and all the files on my hard drive etc, telling me that it will erase them.
So my question is, how can I "install" Ubuntu on this drive in a way that doesn't erase anything from my harddrive (i.e. windows and my files), such that I can bring this USB with me as a portable linux with all the associated files that I save on-the-go?