yun boot, possible from sd ?

hi all! I am new on yun,
I configure my sd to try example digital on yun, create dir struct like tutorial just to try to see hello.txt via browser.
It works, but i boot my yun with sd inserted it doesn't work, it perhaps try to boot from sd ? have a boot sequence ?
and if it's so, is possible load linux on sd and boot from it ?
Thank's