Hi, defurman.
The above two answers will supply you with the nuts'n'bolts of how it's actually done.
As to the general difficulty of the procedure, well.....in all fairness, it's no different to installing Linux to a hard drive. Linux sees everything as a 'file' (even the 'mount points' where the individual drive is 'mounted' into the system).
I run 10 'Puppies' from an internal hard-drive, and Anti-X from a small, secondary internal SSD. Installing Anti-X was no different from installing my Pups; if anything, it was quicker, despite the Anti-X .iso file being considerably larger.....in large part due to the fact of an SSD being that much faster. But, a rough overview would b:-
1 ) Download your chosen .iso file.
2) 'Burn' it to a CD/DVD (usually the latter will be needed), or 'burn' it to a USB drive. These have the advantage that you can use 'em again & again; also for other stuff. If you're doing this from Windows, use Rufus; if doing this from Linux, I'd recommend UNetbootin.
This creates a 'LiveCD' or 'LiveUSB', which allows you to take Linux for a 'test-drive' first, to see if it and your hardware like each other. If so, then you can run the 'installer' from the 'Live' session. Then, re-boot into your new Linux distro..!
If you find there's problems, either ask here on the forum, or try out another distro! Linux is pretty adaptable to most machines nowadays, so you shouldn't have too much trouble. We're always here to help.
Mike. 
Edited by Mike_Walsh, 09 January 2018 - 04:52 PM.