If you want to put it on a flash drive I suggest using Universal Usb Installer
I have had problems on a few computers getting them to boot to a flash drive. So if it dosent work then you could use an external drive like hellow533 said or you can burn the iso to a blank CD/DVD and boot from it. Most linux distros have gotten to be too big to fit on a cd, so for most distro's, like ubuntu, you would need a dvd.
Since you are knew to Linux I would suggest Ubuntu or Mint over Kali.