I don’t know how MX functions - Manjaro ISO cannot run as operating system (adding/removing packages/document etc)
It is possible to install to a removable device - it takes some extra work and considerations - but it is doable - note that several guides exist
Besides the above
→ [HowTo] Install Manjaro on USB drive (with and without VirtualBox)
Be sure to use highquality devices - also remember to shutdown before removing the stick.