Running Linux from a USB drive is possible. You can boot just about any distribution you want from USB. There are some things you should consider before going this route. I've used Linux in just about ...

I don't think Virtualbox has a UEFI option, so I think virtualbox is (rightly) booting legacy. But still it can't boot from that ISO I just tried VMWare Player I notice that one can choose UEFI or not ...