Use 7-Zip (free download) to uncompress the image file (if the filename ends in .xz), and use diskpart (built-in command-line utility) to erase the USB stick, and phydiskwrite (free download) to write the image file onto the stick. Detailed instructions are all over the place. This thread is almost painfully detailed.
Or, download the .iso, burn it to a CD, plug the USB stick into a machine and boot that machine from the CD. Then just follow the prompts. Onto a USB stick or similar device is the intended way to install it.