At its core, is a multi-boot ISO image (International Organization for Standardization image file) created by the Chinese developer group "DLC." Unlike standard Windows installation discs, this is a Live environment —meaning it runs entirely from RAM or CD/DVD without touching your hard drive.
The is an ISO file, so burning it is straightforward, but there are caveats. DLC Boot 2015 2.0 Mini Windows XP 8 ISO