The Raspberry Pi 1/2/3 and Zero all boot from Micro SD Cards, while the Raspberry Pi3 can boot from USB devices, you still need a working Micro SD Card to setup this up from.

There are a few considerations when using SD Cards, firstly you have to prepare the SD Card, then get the software on to it. And there are a couple of tools to use that will make this much simpler.

SDFormatter (at time of writing V4.0) is used to unsurprisingly to format SD Cards. While on a new card this may be of little use, it is certainly very useful for Micro SD Cards you have already used, and wish to re-use.