I have bought a miniPC and I would like to know if DietPi can be run from a microSD or USB without deleting Windows
You mean as a second boot option? In this case, you would need to install Debian mini iso first to create the boot option. Once done, you could run our transformation script to install DietPi on top of your Debian.
Yes, but from SD or USB, not from the hard disk that the miniPC has
of course you can boot from a USB device if you select it as the boot medium
If your using another operating system you should just use a virtual machine instead. I use virtualbox with the dietpi image used for a virtual machine. Importing the image usually works.