Nothing will be stored persistently on the drive.
Any modification to any file / folder performed during the usage of the system will be stored in the filesystem loaded into the memory, and not in the filesystem stored into the drive.
If you want proofs, here's a comparison of the MD5 sums of the Ubuntu Desktop 15.04 64 bit ISO and of the USB drive to which I wrote it and from which I've been regularily booting for weeks:
% md5sum ubuntu-15.04-desktop-amd64.iso
% ls -l ubuntu-15.04-desktop-amd64.iso
-rwxrwxrwx 1 ubuntu ubuntu 1150844928 Aug 13 17:27 ubuntu-15.04-desktop-amd64.iso
% sudo dd if=/dev/sdb iflag=fullblock bs=8192 count=$((1150844928/8192)) | md5sum -
140484+0 records in
140484+0 records out
1150844928 bytes (1.2 GB) copied, 100.541 s, 11.4 MB/s
In your question you wrote:
6) I CAN'T install program, because I'm in a live USB mode, anyway,
I've tried to install (for using the programs that must be installed)
Ubuntu on my SSD but at the end, it tells me that there is a problem
with GRUB (my Ubuntu boot is in EFI mode), and I think that I can't
install grub because I'm in a liveUSB...
Fortunately things are better than what you thought. It is possible to install a program in a live system, and it can be used.
The installed program will survive as long as the live system is running. If you shutdown or reboot the live system, the installed program will be gone (but can be installed again). In other words, this is a useful option, if you intend to do something once. So it is possible to install mkusb or some other tool and use it to create a USB install drive for Windows 8.1.
There is also an alternative, that should work without installing anything.
See the following link to a 'Do It Yourself' method,
If there are problems with this 'diy' method, mkusb could still work, due to the copying method via a tarball, as described by @MichaelBay in a comment and at this link.
I tried all the ways in this thread and none worked (and seriously, the question is about specifically writing to an USB key, why would people propose copying the ISO to another partition instead ??).
The solution that did the trick for me (assuming your USB drive is
7z x windows10.iso)
Copy the content (via
rsync, a GUI, whatever) to the mounted NTFS partition (certainly
The last, critical step, taken from this post : https://superuser.com/a/817656/248812 is :
sudo ms-sys -7 /dev/sdc.
ms-sys is available in a ppa : https://launchpad.net/~lenski/+archive/ubuntu/ms-sys
ms-sys, blinking cursor on boot when the USB key is inserted.
With it, windows logo shows up.