This file is designed for user-added custom boot entries. After editing the file, the contents of your /etc/defaults/grub file and the /etc/grub.d/ scripts will be combined to create a /boot/grub/grub.cfg file — you shouldn’t edit this file by hand. It’s designed to be automatically generated from settings you specify in other files.

You’ll need to open the /etc/grub.d/40_custom file for editing with root privileges. On Ubuntu, you can do this by opening a Terminal window and running the following command:
sudo gedit /etc/grub.d/40_custom

update your GRUB by typing command,
sudo update-grub

then reboot your computer and choose your preferred Linux distribution ISO from the GRUB menu.

Requirements:
Download Linux Live ISO Files
◦ Ubuntu : https://ubuntu.com/download/desktop
◦ Fedora : https://getfedora.org/en/workstation/
◦ Kali Linux : https://www.kali.org/get-kali/
◦ Linux Mint : https://www.linuxmint.com/download_all.php
◦ Manjaro Linux : https://manjaro.org/download/
◦ MX Linux : https://mxlinux.org/download-links/

copy linux ISO images to /live directory