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If you want to save files while booting from live flash you will need to set up a specific partition to mount from the usb to store files but if you are wanting to save files when you shut down then your best bet might be to run it in virtual machine. I actually prefer PE (preinstall environment) and live OS for pen testing because all running in flasg gets dumped once shut down and leaves less of a footprint. Kali linux supports live OS, i would mount or burn the kali iso to a flash drive using rufus usb tool and then just boot kali from the flash drive leaving windows partition and all intact.
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With Secure Boot disabled, it is possible to boot and install another OS. It will boot to UEFI settings, where you should disable the Secure Boot feature. Now press and hold the "+" volume button and power it on. Save your recovery partition to a USB flash driveīesides the system and data partitions, Surface Pro 3 has a 5 GB recovery partition. Surface Pro 3, so we need to use some USB Ethernet adapter or USB
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Make sure to keep the recovery partition to not mess things up
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