Thanks for your comment !
And your answers :

1. You must need root permission to install Linux distribution on Android !

2. First, install the VirtualBox Extension Pack which you can find on the front page of
virtualbox.org . It’s not necessary but if your adapter is using USB it’ll likely be USB2.0+ and the speed will be limited to ~10mbps, which is pretty abysmal. The Extension Pack enables USB2.0 and 3.0 so you can get ~400mbps or gigabit.
Next, start Kali. When it’s up and you have a desktop, open the terminal and use the command
ifconfig to list the interfaces available to Kali. You’ll see things like eth0, lo, and maybe wlan0 (if Kali sees an internal wifi card). Just keep that terminal window open and leave it alone. Escape the VM window by using the hostkey shown in the lower right corner of the VirtualBox vm window, by default the Right Ctrl key.
Next, connect the wifi adapter to you host computer. You should see it appear in the VirtualBox window as shown below. It might have a different name but it’ll typically have WLAN in the name. Connect this device to your Kali VM.
Return to the VM, by clicking once anywhere on the window, and open a second terminal. Again, run the ifconfig command to show the available interfaces. Compare these to the ones you found before and left in the first terminal window, you should notice a new wlan adapter. If there are no other wifi adapters available to Kali, it will likely be wlan0; but it could also be wlan1, or wlan2, or any number (that’s why comparing the terminals is helpful).
If you can’t see a new interface in Kali, but you know you have it attached to your VM, then you will need to research drivers for your adapter – which may or may not be available on their website. The vast majority work without any extra steps though and ones that do are very cheap nowadays. My rule of thumb when selecting an adapter: anything with an Atheros chipset should work and support monitor mode for packet capture so those are the best ones to get.

3. If you choose to download an ISO file so you can create a bootable file from a DVD orUSB drive, copy the Windows ISO file onto your drive and then run the Windows USB/DVD Download Tool. Then simply installWindows onto your computer directly from your USB or DVD drive.
Generally speaking, it is not any more dangerous than downloading data while booted off of the regular HDD. Any precautions you would take while booted off of the HDD would also apply while booting off of USB.