djreedj :
https://www.youtube.com/watch?v=3p3k1nHOhVo
1. That video talks about a Windows tool, only runnable on a Windows PC. Not Ubuntu.
2. It is not clear what, exactly, the OP is wanting to do:
How to put the Windows install files on a USB to boot from and install from?
Or actually install Windows on the USB and actually run it from the USB.