You download the image (usually a .iso file) from the distro site then you have to get it onto the stick with a disk image writing program. And be sure when you figure it out that you are writing the image to the right disk!
Rufus was a good program I used, but search around. Windows may do it natively now.
only allow YouTube in app and in seriously locked down Web-Environtment-Integrity browsers
This is exactly what they want. Remember their github with the OS integrity authentication service? They're already there with phones and Chromebooks,, now they have to control PCs.
I wish the LEDs weren't such crap. They don't even last as long as a 60W incandescent a lot of times. The old CFLs last years, I have a few over ten years old.
I still use a couple of HP N40Ls for NAS. They're not fast but they hold up just fine and are as reliable as a brick. The newer models look pretty interesting if you can pick one up used.
The Optiplex micro workstations are also pretty awesome for servers.
Admittedly I have not dug too deeply into Proxmox but its learning curve appears kinda steep.