While Googling for the same desire(instead, I have Linux/Win as dual boot available hosts) considering to abuse Yumi for it.

I found Easy2Boot, what looks promising.
http://www.msfn.org/board/topic/162640-install-all-windows-install-isos-from-1-multiboot-usb-drive/ (R@Buscar below, np and I agree, that could be a pain in the a**. It's a forum topic about Easy2Boot including TY vid. https://www.youtube.com/watch?v=MBKh_jDyTmQ & *NotEnoughReputaionPointsForrA3rdLink=____youtube.com/watch?v=YyQ7xSvVMHE)

I'm about to try it out.

Maybe you can run Windows for it under the open source virtualbox.org/wiki/Downloads