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Raspberry Pi and SD Cards
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
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.
Most Linux distributions will create an array of partitions on your Micro SD Card, and the easiest way to get rid of all of them, so you can start a fresh install is to use the SDFormatter application.
SDFormatter operation is about as simple as it get. Insert the Micro SD Card, run SDFormatter, hit 'Format' button.
W32 Disk Imager