Out of multiple reactions on this article I concluded that Universal USB Installer is probably not the most user friendly application available.
Note: This is a rewritten version of the initial article that was based on Universal USB Installer (UUI). An equivalent article explains how this can be achieved from an Apple macOS / OSX environment. This article will explain how to create a Linux bootable usb drive in Windows, from which Linux can be started without installation. But even if you have made the decision to install Linux individually or next to Windows or OSX, a bootable Linux USB stick is the most practical and quick solution. It is therefore not necessary to perform a complete installation to use or try out Linux. One of the many powerful features of Linux is the ability to start a distribution directly from a USB stick, without affecting your hard drive and the operating system on it.