Others are answering what you technically asked, but I think that’s not what you’re looking for. What you need is a ‘live USB version’, you run it from a usb stick and can try it without installing anything in your main drive.

Here is the link to the page with the links in mxlinux.com.

Now you have to make another decision, which desktop you want to use. Mx Linux’s got three, xfce (known for being less demanding on resources), kde (bit windows-like, not that resource hungry either. It’s worth a try), and Fluxbox (I don’t know anything about this one). You might as well download and try the three of them. Just flashing them to the usb to try another.

Now the process. First you need one or more iso files (downloaded from trustable sources like the one from mxlinux.org itself, you also can check the checsum, but maybe too nerd just yet), a USB stick (probably 16gb or even 8 could be enough, but I’m not sure exactly. Pick a fast one if you can, it’ll feel quite snappier. THE DATA IN THE DRIVE WILL BE LOST), and Rufus (this is a program to flash the iso into the usb stick).

Now read the pages I linked, and maybe follow the links there for explanations, I cannot tell you how to use rufus since it’s been ages since I’ve touched it, but it’s not so hard. May get a couple tries to flash the iso into a bootable usb (meaning the computer can boot or start running the os in that drive) but you’ve got this! Run rufus and flash one of the isos into the usb stick.

Now try to boot it. Look up how to get into your ‘boot menu’ (preferable if available, and it works. But it might not…) or ‘bios setup’ on the internet. It depends on the brand and model. You’ll have to turn it off, and push some key just immediately after turning it on again, with your flashed usb stick plugged. If we’re lucky you must see some text menu that lets you chose it to boot, and you’ll be running Linux in a few seconds, hopefully.

Now when you’re ready to install one of them into your computer’s drive you have two options, dual booting keeping windows and putting also Linux for which you’ll need a free partition or ssd for it, or if you are convinced of getting rid of windows for good just chose the easy formatting options while installing and that’ll be it (THE DATA IN THE DRIVE WILL BE LOST).

If something doesn’t go as planned or you have any doubts don’t hesitate to make follow up questions, it’s normal if you have to repeat some steps or search the internet to troubleshoot something, but Linux has become super easy to install and use (it really is much worse with windows or Mac…) so good luck and welcome to Linux!