You can also use the dd command to do this from a terminal on any Linux distro.
There are two ways to do this: Some Linux distributions include a graphical USB startup disk creator tool that will do it for you. While you don't technically 'burn' the ISO file to a USB drive, there's a special process required to take a Linux ISO file and make a bootable USB drive with it. You can't simply copy or extract the ISO file to the USB drive and expect it to work, however. You can also install a Linux distribution on your PC from it-no CD or DVD drive required. Like a live CD or DVD, a bootable USB drive lets you run practically any Linux distribution without affecting your computer.