While there are several ways on Linux, the easiest I find is using a multi-ISO boot tool called Ventoy which is available for Windows as well as Linux.
It can be downloaded from here https://github.com/ventoy/Ventoy/releases
On Linux extract the tar.gz file to a directory.
Plug in a pen drive at least 8GB for Windows ISO, 16 GB for more
On typical x64 systems run the script
VentoyGUI.x86_64 in terminal. However Ventoy2Disk.sh has several command line options. Need to run it as superuser.
Ventoy will show the GUI interface and the mounted pendrive device as seen in this screenshot.
Ventoy will format the device and create two partitions on it. One is a 32MB FAT partition which is the UEFI bootloader and another larger exFAT partition to store the ISO files. This ensures UEFI support as well as support for larger ISO’s > 4GB
Ventoy will confirm the status of this operation.
Now if not already mounted, mount the exFAT partition and copy all bootable ISO’s on it at root level directly as-is without any extraction.
Boot your system in UEFI mode (preferably secure boot disabled) and select Pendrive smaller FAT partition as boot device.
Ventoy will boot thru its bootloader, mount the exFAT partition and show you list of ISO’s to choose from.
Upon selection, booting will start, as long as ISO is properly UEFI bootable.
The list of supported bootable ISO files tested on Ventoy is here https://www.ventoy.net/en/isolist.html
More on Ventoy support on Secure Boot & related recommended procedure is documented here https://www.ventoy.net/en/doc_secure.html