The ISO is, like a lot of linuxes, already live-bootable. Whole system is there loaded in RAM. You can choose to test or to install at the start. I can recommend the tool Ventoy, to create you an extern portable-ssd there you can put any kind of bootable ISO, wims and even some vms, it will boot easily from by menu. It based on Linux kernel, so I don't think there is a integrateable wim for, but neither is really need. Oh wait, you just mentioned in second sentence, my bad lol... Yes it is.
Just learned a new thing, after I tried shortening that link posted by @Tito (forum doesn't allow shortened url's either)