I don't think you can boot and install a new OS from a memory stick like you can on a PC. If you have to do it from the running OS that the device uses, then it becomes pretty hard to replace it with a completely different OS (Win->Linux or other way around), and the slightest mistake will brick the device. If you're asking for instructions on how to do it, then you probably don't know what you're doing, and will almost certainly muck it up.
I've looked into how my Pocketbook does its updates, so I have a general idea. It copies all the important system binaries and libraries needed to update the system to a filesystem in memory, chroots to that filesystem, then directly overwrites the system partitions with the new ones in the firmware update. The kernel lives in it's own partition that isn't mounted. Not only would you need to do the same (after successfully unpacking the firmware update into its pieces and putting them exactly where they belong), you'd also have to put the new kernel in the right place (maybe creating a new partition table before that to match what the firmware expects), and setting up a new bootloader for it. Doing all this within an alien OS would take great skill and understanding of both OSes, and you'd have pretty much one chance to get it right. If you don't, then you will have to send the device back for repair.