Does Ubuntu install itself on my computer's hard drive using the USB as a loading device or does the OS run off the drive itself (only working when plugged in)?
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You have to load the Ubuntu ISO on the usb using a software called "Unetbootin", oherwise there's no way it loads itself for installation, other than burning the ISO on a DVD
NOTE: I'm not sure this will work with Ubuntu 14.04!, it depends on Unetbootin being updated or not
ed0
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Normally when you are booting from Ubuntu for the first time (where you have not installed it yet - you would have selected hard drives to install on or the like) you will be running from the USB. This is called a Live Boot and it is only running off the USB and has not been installed onto the hard drive yet. If you click a Install Ubuntu which is typically located on the desktop it will then install Ubuntu from the USB on to the computer's hard drive.
As ed0 has said, there are several tools to load the Ubuntu ISO onto usb drives, some being Unetbootin, Pen Drive Linux, and various others you can find by searching.
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When you use a liveCD (on USB or CD), the OS loads into memory (RAM).
The process is (simply) like this. You set up your BIOS/UEFI to boot from USB. The USB must have the ability to boot (to make it bootable you can use a program like Unetbootin), usually the bootloader is GRUB or another bootloader. Once this is recognized (as the OS/bootloader) the OS will take over, and run its commands in memory (RAM). With a liveCD it is not writing onto your hard disk necessarily, unless you set it up that way.(Search for swap partition/files if you want to know more about that).
I hope that was simple enough, and I didn't make too many mistakes with simplifying the process.
EDIT: So you should be able to unplug the stick once the OS is loaded (unless the OS is using the USB for swapping memory to the physical disk, which I am only assuming it does not)
According to this answer :
Does Ubuntu run from a CD/DVD save data ONLY in memory?
A virtual RAMdisk (substituting for a Harddisk) is loaded into RAM in place of the hard drive.
