You need a program to create bootable USB drives.
If you have Windows, you can use Rufus.
You can download it from: https://rufus.ie/en/
Its advantage is that you won't need to download the ISO of a distro, since it allows you to download it automatically in the process of creating the bootable USB.
Once downloaded, connect the USB to the computer and run Rufus.
In Boot Choice, leave the Disk or ISO image option set, and click on the Select button.
A screen will open where you will have to choose the Ubuntu ISO.
Once you have added it, you only have to add memory space to the persistent partition, which is what allows everything you do on the USB with Linux to be saved, changes to the operating system and files, so that every time you start it it is not from scratch.
Once you have done this, you do not need to touch anything else.
If you only use Linux as your operating system, then you should use Balena Etcher.
You can download it here: https://etcher.balena.io/