To make an ISO from files on your hard drive, you can use the mkisofs command. To use it, just press Ctrl+Alt+T on your keyboard to open Terminal. When it opens, run the command(s) below:
mkisofs -o /home/user/Desktop/test/Ubuntu.iso /home/user/Desktop/test
(Using the command above, I have a folder called test in the Desktop folder, which will create the ISO in the same test folder, using only the files in the test folder).
Once created, then you can burn it to a DVD.
Note: This will not create a bootable DVD. To create a bootable DVD you need to get ISOLINUX, and you still can use mkisofs.
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,
https://help.ubuntu.com/community/Installation/iso2usb/diy
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.
Best Answer
It should be enough to just
catthe device. If your USB is, for example,/dev/sdb, you can do:to restore the image to a USB disk, do:
Note that this approach will create an image file as large as the drive itself, even if the drive is almost empty. If the drive is not 100% full and you only want an iso of the used space, use
genisoimage(install it withapt install genisoimage) instead: