USB stick instalation on a Intel laptop

So Hi there everyone, I have recently bought a 3D printer and my friend built it for me and we are working on all sorts of paraphanalia related to the Apollo 11 landing.

We hope to have the models on display on the 20th. I'm looking at CAE Linux now and and like most distributors it looks smart.

ATM a question I have, in the CAE linux boot menu it says I can install CAE linux, but does that mean that it will install on the same USB stick and not any other drive?

Andrue