1.Download Yumi multiboot installer
2.Run it in your windows PC
3.Select your pen drive from drop down list & operating system XP; 7 or 8
4.Select .iso image file & click create.
(Tick on format the drive; if you want to).
5. If you not have image file; you can make it by power iso or any other tool
(Post in comment; if you need brief)
6.Connect your pen drive to computer & set it as first boot device in HDD or USB option (depends on your bios)
7. You can enter in bios settings by f10 or Del or enter or f2 key
8.Select operating system I.e. xp ; seven or win 8
9.Rest is like installation from CD or DVD media
10. That's it. All done successfully. Enjoy