Many modern laptops---particularly notebooks---don't come with a CD or DVD drive; they do, however, typically include an SD drive. So if you're looking to install or just boot Linux, using an SD drive is a good bet: It's faster than a CD would be, and it's easy to set up. Happily, there are a couple of ways to do this.
If you've never installed Linux before, some of the terminology can be confusing. Distribution, for example, isn't a term commonly used. A distribution is essentially a version of Linux---some famous distributions are Ubuntu and Fedora (Find both in the Resources section). Different distributions include different software, and work differently in many ways.
Another term worth learning is ISO. Most Linux distributions are downloaded in the form of a ISO, which is essentially a virtual CD. These ISO files can be transferred to SD cards too; however, you must have the right tools.
Unetbootin is a free, open-source program that can turn any SD into a bootable Linux SD card. Select a distribution of Linux from the programs list---Ubuntu, Fedora and Linux Mint are all included---and Unetbootin will automatically download the distribution and copy it to your SD card. Or, if you've already downloaded the Linux distribution of your choice, Unetbootin can use that ISO to make your SD card bootable.
If you're already using Ubuntu on a computer, you can already turn an Ubuntu ISO file into a bootable SD card. Simply click "System," then "Administration," then "USB Startup Disk Creator." You'll be presented with a Windows asking for two things: the location of the ISO file and the disk you would like to overwrite. Note that this method completely overwrites a given SD card, so be sure to do this only with an empty card (or a full one with files you don't mind losing).