Any way to obtain a bootable Linux USB without internet?

Basically I have loads of parental controls on my devices and I want to get around them. My windows pc is controlled by my foster parents and I can’t go on any website they haven’t manually approved and everything I do go on gets sent to their phones and they can see everything.

I was thinking if there’s some way to create a Linux bootable usb stick then I could boot to that and then I could use that when I want some privacy.

The thing is website like Ubuntu aren’t going to be approved and I’m worried that if I ask for them to be approved they’ll know what I’m going to do.

After Christmas holiday I might be able to use a school computer to create one. But before I do all this, would it even work?