You can operate more than one operating system on a computer. While a single OS per device is sufficient, you can boot one more operating system for security purpose, testing reasons, etc. You can set up a virtual PC on your pendrive. Here’s how to create a Virtual Machine on a Pendrive.

https://miadavisdotblog.wordpress.com/2019/05/13/how-to-create-a-virtual-machine-on-a-pendrive/