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I want to load Ubuntu on to a PC with a freshly formatted clean hard drive.

Can I copy all the files to a CD from the Internet through a Windows PC and the use the CDs to set up the new machine? Obviously the new machine cannot be on line as it contains no operating system.

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Yes. You're describing the standard installation method.

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You might create a liveCD by burning the official ISO(be sure to download a 64bit version if your computer can support it and you plan to add more than 4gb of RAM) to a CD or DVD, and then booting your computer from it.

You can also create a liveUSB by using a piece of software called UNetbootin and using the official ISO. A liveUSB flash drive is exactly like a liveCD, however various people have reported to have run into various kinds of issues, although I never have faced such an issue, to be honest.

Now, as for the internet connectivity issue, Ubuntu will most likely auto-configure your network card, and be able to connect to the internet, if you configure your network access settings, even from the beginning of the installation procedure. That means that it may connect to the internet to update several packages that may be out of date. If you connect your computer via a wired connection, rather than a wireless one, that configuration will happen automatically, requiring no action from your part, making the installation very easy.

[NOTE]: You can use UNetbootin with Windows, Linux and MacOS to create a bootable usb flash drive.

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