Yes, you can run through USB using “persistence” on the USB stick.
This comes with a caveat: Running through the USB is a lot slower since all communication is bottlenecked through that one USB port.
As long as you keep that in mind, then personally I think that is a safe and great way to explore.
When I migrated from Windows to Linux, using zorin, I found the old ZorinGroup Forum and Swarfendor and Zorinantwerp were instrumental on it in keeping my sanity in check. Suddenly trying to use a new and unfamiliar system that operates differently than what a person is used to can get trying. Especially for those simple things that you just cannot find.
Here is a link with a guide on creating a Bootable USB with Persistence to get you started. And please feel free to exploit the forum as often as you need.