How can I install Linux Lite by the very beginning?

[minesheep]

Disable secure boot (google it). Enable legacy boot(google it). On some system use magic. Sorry I cant tell you how exactly you do the magic part, it is so different on every device you need to research yourself.

You booted into Linux Lite (yaaaaay!  Beautiful ain't it!), but did not install it.  It's not a program that you run "inside" Windows, it's a whole 'nother operating system that replaces Windows.

So before you install Linux Lite, save copies of all your important files (documents, music, pictures, videos - all the stuff you have saved to your hard drive) to a separate USB stick, external hard drive, or some other backup. 

You can set up Linux Lite to run alongside Windows (dual-boot), in which you choose which operating system (OS) to boot into at startup, or you can wipe away Windows altogether and use only Linux Lite, like most of us have done.

There's a "Install Linux Lite" icon on the desktop that you can click on after you boot into the USB next time (after you have done a back-up of all your important stuff), and the installer will take you step-by-step through the process, whichever option you choose - alongside Windows 10 or in place of it.  You can use one at a time, never both, since they are separate and incompatible operating systems

Wrong. UUI makes the stick still usable to other purposes and is the only image writter that I know that does it.

Ok! I was researching about that and I did find that information.  That is a installer is required to run the ISO indeed.

I just used LinuxLive USB Creator (LiLi) now.  I followed all steps and it said all is done successfully.  I can see files and directories on my USB pen drive now.

I configured BIOS to boot from USB first. However when I restart the computer, it always open Windows 10. No option to deploy Linux is displayed.

What is wrong? What´s the problem? Why I can´t deploy Linux yet?

What should I do?

seems successfully installed to usb stick. see the beginning of this message for fixing boot from the stick you just made.