When you buy Windows online (you can buy it straight from Microsoft), you'll be able to download it as an ISO file. Microsoft provides a utility to set up that ISO on a thumb drive, so do that. Your thumb drive must be 4 GB or larger. Then you boot your computer using that thumb drive and install Windows.
-What is best in life? -To crush your enemies, see them driven before you, and to hear the lamentation of the women.