I'm currently running ubuntu 17
on my flashdrive. It's the first time I use linux and I have no idea what`s going on. I followed this tutorial but when the computer boots it shows a few options, like install ubuntu or try it. I always choose the second one. If I choose install, can it be done in the flashdrive with the ISO?

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2Possible duplicate of Persistent Ubuntu USB drive and How do I install Ubuntu to a USB key? (without using Startup Disk Creator) – karel May 14 '17 at 13:50
2 Answers
Persistent live system
UNetbootin has a built in persistence option, it uses a file named casper-rw for persistence. Maximum size of UNetbootin's persistence file is 4GB and is size limited by the FAT32 file system.
Mkusb creates an Ubuntu flash drive that boots using grub2. It uses a FAT32 boot partition, a ISO9660 read only OS partition, an ext casper-rw persistence partition, (not limited to 4GB), and a NTFS partition that can be used by Linux or Windows.
Full installed system
You can alternately do a Full install to USB drive.
It is recommended to first unplug the internal HDD, boot the installer drive, insert the USB target drive and install to it.
"Something else" can be used to add a boot partition, a NTFS partition for Windows, a "/home" partition and swap.

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@RaulGomes, If you are running Windows now, and want to use mkusb, you can clone a compressed image of a linux system with mkusb installed. See these links, https://help.ubuntu.com/community/mkusb/persistent#Compressed_image_file_with_a_persistent_live_system , https://wiki.ubuntu.com/Win32DiskImager/compressed-image_2_USB-or-SD – sudodus May 15 '17 at 09:10
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mkusb seems to work great. Excellent instructions here: https://www.howtogeek.com/howto/14912/create-a-persistent-bootable-ubuntu-usb-flash-drive/ – Gabriel Staples Aug 06 '20 at 07:41
EDIT: As "Anwar" has said, in the later Ubuntu releases the persistence may not be enabled. I haven't tried yet Ubuntu 17 and searching through internet I am not able to find anything related with this. As soon as I will try it I will edit this post to confirm it.
In the way you have done it (following that tutorial) you can use the OS as a Live version. It will always ask you in the boot if you want to install Ubuntu or to try it. If you choose to try ubuntu you can use it, install programs, modify settings and files and this changes will be written to the USB storage, so in the next boot everything will keep as you leaved it the last time.
If you do not want to have a LiveUSB, and instead have actually Ubuntu installed in the USB drive, then check the pages that "karel" has comment in your question.

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2Not true unless persistent is enabled which is not the case for later Ubuntu release afaik. Settings will get lost – Anwar May 14 '17 at 17:09