This is for having a Windows Installation on a USB that you can plug into any computer.

sudo apt-get install virtualbox virtualbox-qt gparted

Start virtualbox, create new VM, Windows 10, VDI disk image, install from ISO file.

Once installed, go to the folder of the Windows 10 machine and run this to create an image of the vdi file.

VBoxManage clonehd "Win10.vdi" "win10.img" --format RAW

Identify the device of the USB drive using:

lsblk
#or
sudo blkid
#unmount USB device if necessary

Then use the following to write the img file to the USB device sdX:

sudo dd if=win10.img of=/dev/sdX bs=4M status=progress

Use Gparted to fix the integrity of the created USB.

It's important for the Windows installation to be smaller than the destination USB device.
Once the copying finished, there will be unallocated space. with gparted, the partition size can be increased to use the full capacity of the usb device.