It's firmware specific. At least 2008 and older Macs have a CSM-BIOS that doesn't support USB booting. Newer Macs have a CSM-BIOS that apparently does, or it wouldn't be possible to boot from a USB stick as an installation source. But I don't know how good Windows is at installing onto a USB destination. Making Windows transportable is not a design goal of Windows, in fact it really dislikes being moved around especially to different CPU families than what was used for the original installation.