Welcome to freedom from Microsh!t!

WINE—"WINE Is Not (an) Emulator"—is a protocol to run Windows programs on Linux (Bottles is easier to use than WINE, by the way). Flatpaks and AppImages are compatibility-focused variants of Linux programs. None of these boots into Linux itself. Sorry, but there is no way around the flash drive as far as I know, but it's not too hard! I'd question at which step below he messed up. Here is exactly what I did to get it working across a Dell desktop, multiple iMacs of different generations, and Dell and Lenovo laptops, all from different manufacturers and years. You're in good hands here!

1. Buy a USB flash drive; even just 4 GB should work, but if you wanna try bigger/multiple distros (distributions) than just Linux Mint, feel free to go bigger. I suppose you could alternatively use an entire external hard drive for it if you have a spare one and no flash drive, but you'd be on your own for that (hypothetically you should be able to restore its original size just as easily enough), but in that case, get Ventoy* instead.
2. Download UNetbootin*: https://unetbootin.github.io/ (always double-check links, even this! Trust no one)
3. Use UNetbootin to write the .ISO from LinuxMint.com's downloads section to the flash drive. Download a distribution that you like; the rest of this guide after installation pertains to setting up Cinnamon, which is for standard computers, whereas the others are better for lower-end, older machines (think ones that seriously struggle to load even basic programs like the browser).
4. With the flash drive ready with the Linux distro installed and plugged in: find the way to access the machine's BIOS and then turn it off; this may be holding F2, F9, F12, or some other key immediately after you boot up the PC. If your own PC doesn't directly tell you briefly upon startup, you may need to search exactly what your make and model needs for BIOS access. Power it up and get into the BIOS.
5. Somewhere in the BIOS (which usually has self-explanatory commands at the bottom), poke around for Secure Boot; many machines already have it disabled, but some may need it to be disabled first.
6. Somewhere in the BIOS, you can set the bootloader order so that the computer boots from the flash drive instead. Or you may be able to just manually pick it to boot into right there on the spot, such as in Asus units. Adjust the boot order, save, and restart.
7. When you can see the very first Linux screen, pick the default/top option. This is a "live image" to tinker around entirely from the flash drive to check how fast it is performs, whether it can play sound†, YouTube videos, etc. before you wipe your PC. Nothing you do in this demo mode will be saved anywhere, as far as I know, so feel free to try downloading a small, free game or whatever and test out what you'd like.
8. To install (whether for dual-booting with Windows or deleting Windows), there will be a disc icon in the top-left corner of the desktop. Some people warn that certain Win11 updates in the future may corrupt the Mint side if you try to dual-boot, but you can certainly try it anyway, and eventually set Linux to just eat up the Windows partition once you're ready to do so. Do not install it on sdadev1, which at this point is the flash drive itself (Linux is very Wild-West with no boundaries so it'll literally try to overwrite its own ISO and corrupt itself, lol, though at least that's fully fixable by just formatting the flash drive again if you mess up.) Remember that you can always find a Windows live image (.ISO) to revert if you just end up disliking Mint for whatever reason. Anyway, during installation, give it Internet access to install those multimedia codecs; they'll make life easier.

*People usually recommend balenaEtcher, but balenaEtcher has come under fire recently, and Rufus is fine but Windows-only. If you wanna try many different distros like KDE Plasma, Bazzite, CachyOS, etc. without having to keep formatting the flash drive per .ISO, you may consider Ventoy; it can fit many different .ISOs onto the flash drive all at once (provided there's space for them all; they usually range from 2-5 GB), though it is not compatible with all distros. Presumably all your data is backed up by now, so you can just keep wiping the machine and trying out all sorts of different distros until you like something that you see more than the others.

†Even if it can't play sound, there's a decent chance that the right drivers and symlink-tinkering‡ can get it working later.

‡In Linux-speak, "symlink" (symbolic link) = shortcut file.