If you boot your computer in BIOS mode (alias CSM alias legacy mode), memtest86+ works.
But if you boot your computer in UEFI mode, memtest86+ will not work, because it is a 16-bit program.
The original branch, memtest86 (without plus), works in UEFI mode. There is a free version (but I don't think it is open source, and for this reason not available to include in linux distros).
Memtest via Ubuntu's boot menu
Memtest86+ is included in most Ubuntu iso files, for example
There is an option 'Test memory', when you boot your computer in BIOS mode (alias CSM alias legacy mode) from a DVD disk or USB pendrive with a cloned copy from the iso file.
In Ubuntu 16.04.x LTS systems installed in BIOS mode, there are also options 'Test memory', when you boot your computer (via the grub menu).
But when you boot your computer in UEFI mode, there is no option to use Memtest86+ (because it would not work).
Standalone Memtest86+ image file
You may want a small standalone Memtest86+ iso file or other image file in order to create a live USB drive.
I did not find any file at www.memtest.org/#downiso, that is easy to install to USB in linux. The iso file 'memtest86+-5.01.iso' is not a hybrid iso file and cannot be made into one.
$ isohybrid memtest86+-5.01.iso
isohybrid: memtest86+-5.01.iso: unexpected boot catalogue parameters
It is a very barebone iso file. I tested in VirtualBox, and it works as a CD.
But there is an 'Auto-installer for USB Key (Win 9x/2k/xp/7)' at
I extracted it to a USB pendrive in Windows and cloned this system to a compressed image file and uploaded it to
$ md5sum dd_memtest-plus-5.01_33M.img.xz
which can be extracted directly in linux by mkusb,
dus and Disks alias
gnome-disks (and in two steps, extracting and cloning, with other cloning tools, that accept the extracted file as an input file).
After installing mkusb and/or dus, you can do it via Dash or the menu entry or with the following command line