If you are on Windows use a pen drive iso installer such as "Rufus" (you can find the procedure on Google ...)
If you are on a linux system you can burn the pen drive as follows:
On linux you can download the iso with the wget command. This example is for Rocky 93-KDE used for Mistika products:
wget https://dl.rockylinux.org/vault/rocky/9.3/live/x86_64/Rocky-9.3-KDE-x86_64-20240217.0.iso
To burn the pen drive with it you need to know how the usb device has been recognized by the running linux. The device id we are looking for, has the format /dev/sdX, where X can be one or two characters normally.
For example, in my system, when I connect a usb, I wait 5 seconds, and run the dmesg comand, then I look for the output, and get:
[150554.268488] scsi 9:0:0:0: Direct-Access Kingston DataTraveler 3.0 PQ: 0 ANSI: 6
[150554.268754] sd 9:0:0:0: Attached scsi generic sg18 type 0
[150554.269604] sd 9:0:0:0: [sdp] 60437492 512-byte logical blocks: (30.9 GB/28.8 GiB)
[150554.270347] sd 9:0:0:0: [sdp] Write Protect is off
[150554.270350] sd 9:0:0:0: [sdp] Mode Sense: 4f 00 00 00
[150554.271066] sd 9:0:0:0: [sdp] Write cache: disabled, read cache: enabled, doesn't support DPO or FUA
[150554.275973] sdp: sdp1 sdp2
[150554.280344] sd 9:0:0:0: [sdp] Attached SCSI removable disk
This means the system has recognized the usb device as /dev/sdp, and it has two partitions, /dev/sdp1 and /dev/sdp2. We don't need to know that, as the device is going to be used for the iso image we just downloaded, so I'm going to use the /dev/sdp for the next step:
dd if=Rocky-9.3-KDE-x86_64-20240217.0.iso of=/dev/sdp status=progress
When the command finishes, the system will be ready to boot from the live linux image burnt to the usb drive.