You can either download Puredyne and burn it on a CD or DVD, purchase the Puredyne USB or download Puredyne and create your own bootable USB stick.
See http://puredyne.org/download.html for more details.
Create your own bootable USB
Of course you can also create your own bootable USB stick. It takes a bit more effort, but it's well worth it! Using the provided make-live-device.sh script you can easily create a liveUSB or liveHD directly from an existing ISO, or better, directly from Puredyne itself!