I think this question explains itself. But here are some more details anyway:
Many Linux distributions have "live USB's" which one can use to try and install that distro. However, that pen must often be formatted, and even afterwords, it can only have the purpose to install that one distribuition.
Why can't one have a directory for each distro and have BIOS boot from that? (maybe including some file leading to other the files from which to boot, but not having them all laying in the top directory of that drive) How? Which distribuitions support that? Can you make such a file for BIOS to detect and find the bootable files for several distros? (then one should choose from which one to boot from, like when a computer has several operating systems)