I have no blank disc or USB stick. Can I download and run Ubuntu directly to computer?
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What exactly do you mean? Do you want to install Ubuntu on your computer or run a live system without installation, but for some reason you cannot use optical or USB boot media? Or do you want to install and run Ubuntu like an application in Windows? – David Foerster Nov 07 '14 at 22:42
2 Answers
You can run it from within a VirtualBox or VMware.
Writing the entire how-to use would be too long and quite trivial. There are many tutorials available in the internet on the installation instruction and how to use either of the software to run a guest OS(Ubuntu which you want to try out) inside a host OS(Ubuntu/Windows/any other OS that you are running now), an example being here.
Further explanation:
VirtualBox is an virtualization software which installs on an existing host operating system as an application; this host application allows additional guest operating systems(in your case, ubuntu), each known as a Guest OS, to load and run, each with its own virtual environment.You just need to allocate some free space where the application will create a vitual HDD and let you run ubuntu even when inside your current operating system.

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I wrote the further explanation after i read the comment. that wiki link might have given OP the idea. :) – astrob0t Nov 07 '14 at 22:43
There is an official, suggested method to install and try Ubuntu from your existing system, without using slow and virtualized solutions like Virtualbox.
If you use Win 7, Vista, XP or 2000, Ubuntu can be installed like any Windows application with Wubi (official website and guide).
Wubi is an officially supported installer for Windows XP, Vista and 7 users that allows Ubuntu to be installed and uninstalled in a safe, easy way as with any other Windows application.
- from wiki.ubuntu.com, the official Ubuntu wiki.
Windows will not be altered or damaged and you'll be able to remove Ubuntu by uninstalling it, like any application. The experience with this installation method is very similar to the normal Ubuntu and the full procedure can be performed online or offline; the disk management will be a bit slower in a Wubi's Ubuntu installation but the rest is exactly like in a normal Ubuntu Linux OS.
Click here (uptodown.com) to download Wubi.
Of course, if you need Ubuntu for work or for long-term use, an installation from DVD should be better.
If you can't follow the official guide linked before, use this unofficial guide (howtogeek.com) which will show how to installa Wubi's Ubuntu (for common machines) and Wubi's Kubuntu (for high-end systems).
Please, comment down here if you have more inherent questions and don't forget to press the left UP arrow if I'm of any help.
Have a nice experience with Ubuntu.

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there was no mention of Windows in the question. :) So i suggested virtualbox. – astrob0t Nov 07 '14 at 22:28
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@David Foerster Wubi is officially supported. <<Wubi is an officially supported installer for Windows XP, Vista and 7 users that allows Ubuntu to be installed and uninstalled in a safe, easy way as with any other Windows application.>> - from wiki.ubuntu.com, the official Ubuntu wiki. astrob0t you don't need to justify, "run" is a generic word. A virtual machine like Virtualbox will virtualize (with a huge waste of resources) the OS, which is not running it. Wubi will boot the OS on a virtual filesystem, which is running it. The DVD installation will always have better performance. – Lorenzo Ancora Nov 07 '14 at 23:21