I want to create bootable pendrive (on Ubuntu) with other distr. I don't want to install this distr on my computer, rather plug a pendrive time to time and use this distr to the test and learning (like VirtualBox). I think about Kali Linux or Parrot. How I can do that?
Create Bootable pendrive on Ubuntu
Gnome-disks has an option to "Restore Disk Image"
This option can be used to "restore" the ISO files of many distributions to a USB drive.
Open Disks, select the USB you want to install the ISO on, click the 3 lines icon upper right and select "Restore Disk Image". A window will open, just select the ISO file, confirm the destination and click start restoring.
If you want to make a Multi Boot USB, (with multiple OS on it), Both MultiBootUSB, (http://multibootusb.org/) and Ventoy, (https://www.ventoy.net/en/index.html), have Linux versions. Both can make Persistent installs of Debian based OS, so that installed programs and data are retained from boot to boot.