Your mini computer arrived in a box with nothing on it. Before it can become a dev server it needs an operating system. Before it can get an operating system you need to get the installer onto a USB drive.
This is a five minute job that sounds more technical than it is. The process is called "flashing" — you're writing the Ubuntu installer onto a USB drive in a way that makes it bootable, meaning the computer can start up from it. You are not doing anything exotic. This is exactly what every systems administrator on the planet does every time they set up a new machine. The tools make it simple.
One thing you will need before you start: a USB drive of at least 4GB. The Ubuntu installer image is 3.2GB, so anything smaller won't work. Drives this size are essentially the smallest thing sold anywhere — you probably have one in a junk drawer. Just make sure it doesn't have anything on it you need. The flashing process erases it completely and does not ask twice.