Open a terminal (Ctrl Alt t) and check what devices are installed before plugging in the SD card or USB stick.
sudo fdisk -l
Plug in the SD card or USB stick and run fdisk again to find out the location of the SD card or USB stick.
Open a terminal in the directory where the ISO file is and list the files and get the path using the following
pwd ls -1
Now burn the ISO to the SD card or USB stick using dd
sudo dd if=path/to/iso/file of=/dev/sdx