I'm familiar with installing from bootable USB, and have done so with Ubuntu, Linux Mint, and OSGeo-Live. But there's a version of OSGeo-Live which includes Windows and Mac installers. I would guess that this uses Wubi, but I don't see that explicitly spelled out anywhere, and Wubi is an EXE whereas the download is an ISO. So, what do the Windows and Mac installers actually do, and how do I use them?
The image is a bootable Linux distribution. If you want to use the programs on a windows box or Mac then you just copy the installer on to the box and install as usual. You may find the osgeo4w installer a better option.
The standard installation image does come with mint4win, which used to be based on Wubi, the "Windows-based Ubuntu Installer", which provided a way to install an Ubuntu-based OS in a dual-boot configuration without having to muck around with disk partitioning. It also gave you an easy way to uninstall using Windows' Add/Remove Programs feature. However, Wubi is no longer maintained. So if you run mint4win on a Windows machine (which I tested), all that will happen is it will ask you to reboot, and after that you have the usual choice to boot to OSGeoLive and install from there.
Thus, the Windows and Mac installers that come optionally with OSGeo-Live are not installers for OSGeo-Live, they are installers for Windows and Mac versions of many of the packages (QGIS, uGig, etc.) that are included with OSGeo-Live. As pointed out by @iant, using OSGeo4W is a better approach (for Windows, but not Mac).