Click OK and UNetbootin will prepare your disk. If you’re using the app to download a Linux distro from the internet this could take a while.

The current release of UNetbootin provides easy access to 25 different Linux distributions each with anywhere from 1 to 6 different releases available.

If you want to boot into a live Linux environment but don't have a blank CD or thumb drive handy, you can actually boot right from your hard drive using GRUB and previously mentioned Unetbootin.

Using UNetbootin (for Windows or Linux): Open UNetbootin, select the disk image option, browse to your ISO file, and select your USB drive as the target. Using Balena Etcher (cross-platform): Select ...

How I set up multi-boot for Linux (and Windows) on systems with UEFI firmware.