www.multibootusb.org is where to get the required Python based app. Terminal use not required.
It's best to use at least a 16GB USB 3.0 flash drive. 32GBs is even better. Most people set aside 1 or 2 GB of USB space for persistence. You can go up to 4GB. If you need more than that simply install Linux to the USB drive and you can use all of the available space.
There is also a way to do this from a Windows install but making the USB from a Linux installation is significantly easier. In Windows you must install Python and all it's dependencies. Makes for a lot more preparation work. Better to use the UNetbootin app if you want to create one within Windows.
Give this a try and see how it goes. Remember to be very patient if you have an old/slow computer and a slow USB 2.0 flash drive. It might take over an hour to create the USB in these cases.
MultiBootUSB is a cross platform software written in python which allows you to install multiple live linux distros on a USB disk non destructively. You also have the option to uninstall distros.
