You can't install anything from a blank hard disk drive, and Windwoes can't do it either, because the blank hard disk drive is, oddly enough, blank. Maybe you're talking about a USB flash drive. You also don't say how you are getting the linux image onto the flash drive.
Format the flash drive as FAT32 and use unetbootin to write the downloaded linux .iso image to it. If you don't know what unetbootin is, use google.
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