This would only be possible by malware that is
1) designed to run on multiple operating systems (Linux and Windows in this case)
2) your Live CD mounts your disks in write mode.
Do you know if your Live CD mounts your HD/SSD?
Malware that runs on Linux and Windows is extremely rare.
Edited by Didier Stevens, 26 October 2015 - 04:48 PM.
SANS ISC Senior Handler
Microsoft MVP 2011-2016 Consumer Security, Windows Insider MVP 2016-2019
If you send me messages, per Bleeping Computer's Forum policy, I will not engage in a conversation, but try to answer your question in the relevant forum post. If you don't want this, don't send me messages.
Stevens' law: "As an online security discussion grows longer, the probability of a reference to BadUSB approaches 1.0"