I've heard that this is possible and I want to do this. I downloaded Ubuntu 14.04.3 LTS.iso(64-bit) file and used win32 Disk Imager to write it onto two SD cards to try and get it to work. The SD cards I used were a 64GB Class 10 SDXC card and a 32GB Micro SDHC card (with adapter). I formatted them as exFAT and FAT32 respectively and have tried to format them both as NTFS to see if that worked. I also tried this on a 8GB USB drive formatted as NTFS and it worked just fine. Right now I'm using a Lenovo Y70 laptop with these specs:
Windows 10 Home (64-bit), Intel Core i7-4710HQ 2.5 GHZ, 16B GDDR3L, 1TB + 8BG SSHD, NVIDIA Geforce 860m (4GB DDR5), Card Reader (Support: SD, SDHC, SDXC, MMC),
I have turned safe boot off and turned legacy support on in BIOS and it still won't even recognize it as a bootable drive, I'm really not sure what I'm doing wrong.