Do I need to install Ubuntu before Debian 9 stretch?

Hello, I had a windows PC that I removed the old Sata HDD and put a normal HDD in. I put Debian 9 onto a usb using Pendrivelinux.
It doesn't want to load as its coming up with (Unable to find a medium containing a live file system) I have been trying different stuff all day but am now very frustrated. What am I missing?

If you are here for installation issues installing a non linuxcnc version of Debian you are better off looking at another site.
If if is related to installing Linuxcnc..........
Don't use Pendrivelinux.
Use Win332DiskImager if using Windows, it is the recommended utility that works without issues.
Use dd if using Linux.
Latest Linuxcnc ISO is here:
linuxcnc.org/docs/2.8/html/getting-start...etting-linuxcnc.html

Hi Beagle, I managed to get it running. Thanks for the response. I ended up using a program called Rufus to get the iso onto a USB and it ran ok using that.

The issue was with using Pendrivelinux.

I didn't have any operating system so Win32 was out of the question.
I wasn't using a non-linuxcnc program. The version was Debian 2.7. Its name is stretch. Just like 2.8 is called Buster.
Anyways thanks for the help, you got me on the right path. Have a good one.