Before you can boot from any 'live' (ie self-booting) Linux disc or USB you have to go into the Bios and make sure that either the CD/DVD driive or the USB drive is set first in the boot priority list. You usually - but not always - press either F2 or 'Del' while the boot screen is displaying. This should bring up the BIOS where you can check and, if necessary, change the boot priority order. Once you have changed this, if necessary, and while still in the BIOS open the CD drive if that is what you are going to use and put a Linux disc in and close the drive. Exit BIOS, the system will re-boot and should boot from the Linux disc.
If it does boot it will do so without any reference to Windows, Linux is an OS in its own right, and ignores Windows ! Just do not at any time click 'Install' and it will run in RAM allowing you to recover any data you still have on the hard drive. And when you shut down, Linux will be gone.
When it comes to re-installing Windows there is no need for you to format anything, the install disc will do that as it runs.