It's actually an OS that you install on a DVD/CD or USB stick and run it every time from that media, regardless of your operating system. It may seem complicated, but it's actually pretty straightforward if you read this short tutorial
How to install Electrum on a Debian or Ubuntu live CD.
it actually is a lot harder than it seems specially for someone who has never worked with another operating system other than Windows for example. all the commands that you have to enter is also adding another complication that drives many people away. that is why Windows still has a lot of users even though it is basically a big spy app!