Please forgive me if this is a dumb question, but I'm very new to Ubuntu.

I want to make a USB stick that I can put into any PC, boot up into Ubuntu, do whatever I need, then power down and have the OS state and my settings and files saved on the USB. That way, next time I boot from the USB, it will go straight into Ubuntu, with all my files, settings, etc preserved from the previous session.

I have a Windows 10 lap-top and followed the instructions here to create a bootable USB. I booted up, and it offered me the option of trying Ubuntu, or installing onto the hard disk. I choose to try, created a file and saved it in my documents folder, then powered down.

When I rebooted from the USB, I got the same installation again, and choosing "Try Ubuntu" set it all up again from scratch, with no sign of my saved file.

I've read around, and it does like it ought to be possible to do this, but I can't work out how. Anyone able to give me a pointer?

Thanks