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.

[![enter image description here][1]][1]

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?? 
[![enter image description here][2]][2]


  [1]: https://i.sstatic.net/JJe9A.png
  [2]: https://i.sstatic.net/BBncK.png