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My head hurts. No really, my head hurts.
To start with the basics, you understand Windows 8 is an OS correct, I presume?
Linux is also an OS, that's Operating System FYI. More specifically, it's the 'core' or kernel for many different variations but that's another story entirely.
I'm going to assume you have a USB stick, make sure it's empty and then go download this ( https://fedorahosted.org/releases/l/i/liveusb-creator/liveusb-creator-3.11.7-setup.exe ) and read this ( http://www.pendrivelinux.com/install-fedora-9-to-a-flash-drive-using-windows/ ) but use the Ubuntu link here ( http://www.ubuntu.com/start-download?distro=desktop&bits=32&release=latest ) when you click on the 'Use existing live CD' option' in the tool I linked.
Only do the above if you have nothing worth keeping on your PC, if you have, please, for the love of everything good and lolsome, USE VIRTUALBOX FIRST.
And FYI, if you can't even follow the simple instructions given above, then please for the safety of your PC (if it isn't already in a state) and everyone else's brains, GIVE UP TRYING TO INSTALL LINUX. I'm already having misgivings considering you appear to think it's a Windows program that is installed in Windows.