This series of posts describe how to install Linux to a USB flash-drive, compatible with UEFI, and enable dual-boot with current Operating System on the host device.
Prerequisites are:
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Install Virtual Box
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Obtain a USB drive to install Linux to, so far I’ve had good experiences with Sandisk Low-Profile USB3 drives
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Download a Linux ISO, this guide will be using Mint 19.2
After satisfying the above requirements start with the Install Linux to USB via VirtualBox collection of pages, and after completing steps there following the USB Linux First Boot instructions is a very good idea.
Note, the order of pages in each collection is intentional! Or in other words, for best results follow instructions in the order presented.