I'm not really sure what you mean. If you have a live usb stick and boot a system of it, like fedora or mint, there is usally an installer to install the system onto the pc. this does not alter your usb stick though. you can install as often as you like.
I don't get the download part either. the live usb stick is the installer. no need to download additional files.
Remember the live usb environment is not persistant. after every boot from it, all files you have created inside the live environment will be gone.
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