The option WintoGo was available till Windows 7 but only on the Enterprise edition.
Now with Rufus it is possible to install Win10 or Win11 on thumb drive.
Lately I've been trying to run Windows in Virtual Box. But after re-installing my system (Zorin16 Core) I had to start all over again. So I discovered the option to install Windows on an usb drive. Now I can run Windows straight from the thumb drive and also use this to run the usb in Virtual Box. Thought I shared this for who ever thinks about WindowstoGo.
Ps, it's windows I know, please don't shoot the messenger.