The Linux coders turning the ROG Ally and other handhelds into Steam Deck clones

Windows is, of course, the main highway to most PC gaming, but it's also [...] not yet built to work well on a 7-inch gaming handheld. The ROG Ally ships with Windows (Home) installed and a bunch of Asus software, but it is still, at heart, a PC. With effort, you can get into the BIOS, disable Secure Boot, plug in a USB stick, and boot a USB stick with a live Linux distribution on it.

The ROG Ally will not make it easy for you to install a different OS. As with most PCs, you have to head into the BIOS and (at least for now) disable Secure Boot to boot from a USB drive or the resulting OS on your internal drive.