There are many options for running Linux from a USB flash drive.
Just be sure you are aware, Linux is a complete OS, not a "portable app" that you can run from inside Windows. If you run Linux from a USB drive you would reboot the machine and Linux would take over.
As mentioned above you have to be sure your machine supports booting from USB.
Along with the above mentioned options, you could try:
Fedora Live USB creator:
This is available as a Windows or Linux application, which can download a Fedora Live CD Image, and then can create a bootable USB drive. Very handy.
This site is a whole bunch of information on running Linux from a USB flash drive (aka pendrive)
This particular page has info on creating USB pendrive Linux installs from within Windows.
As far as documentation there is a plethora of information.
The first place to look is the website for the particular distribution you are using, such as Ubuntu (www.ubuntu.com
) or Fedora (www.fedoraproject.org
There are also many other sites, such as the general portals:
and another very good info site is The Linux Documentation Project,
this has a ton of HowTO articles, guides, and Linux "man" pages. The man pages are a documentation facility on all UNIX platforms, so you can lookup how to use programs and things, for example, to see how to use the command "ls", you can run "man ls" and it will pull up the documentation. (ls is like the DOS dir command, it lists files) The man pages are installed by default on pretty much any UNIX system, and tldp.org has them available online too.
All that being said, if your machine doesn't support booting from USB, you can still use a regular LiveCD to give Linux a try without installing it on your computer. All of the major distributions have a Live CD.
Knoppix and DSL as mentioned above are also major Live CD only distributions but can be installed on a flash drive.