I am new to Linux and trying to install it "on an external USB key".
I read and followed the official instructions carefully on http://www.ubuntu.com/download/desktop/ but this does not seem very detailed.
I downloaded and installed the installer provided at pendrivelinux.com, "linking" it to the ubuntu-14.04.4-desktop-amd64 file that was on my downloads folder (on my C drive).
I can see that some new files appeared on my USB key. Then what should I do ? No menu or windows appears. The official documentation mentions I might need to press F12 if no menu appears. I tried to press F12 but nothing. No menu.