If you have the Windows installation image (e.g. *.iso), all that nonsense concerning the Windows file structure on installation media is a thing of the past. Format the drive as an Easy2Boot drive*, then just copy the iso to the USB stick, and you're finished. Copy two or five or ten iso's to the stick, if you like, as long as you have the space. When you boot, you'll get a menu to select which iso you want to boot from, and you're golden.
*If the images are 4 GB or larger, you need to format the drive as NTFS or exFAT.