I want to install USB media in USB memory or USB drive (I have both)

At first I made USB bootable media(USB memory) by Windows OS.

My USB Memory is like this.

Then I boot my mac with [option] key ,then there appears EFI BOOT (orange disk mark).

However when I click drive, windows installer doesn't launch, but mac os recovery mode starts.

My USB Memory is like this ( sorry there is two byte character).

How can I boot windows installer in USB memory on mac??

I want to install Windows in memory stick or USB SSD Drive (I have both)

At first I made USB bootable memory stick by Windows OS.

My memory stick is like this.

Then I boot my mac with [option] key ,then there appears EFI BOOT (orange disk mark).

However when I click memory stick, windows installer doesn't launch, but mac os recovery mode starts.

My memory stick is like this ( sorry there is two byte character).

How can I boot windows installer in memory stick on mac??