You still haven't said what Mac... some need an USB flash drive to install Windows, some don't.
"If you have one of these Intel-based Mac models using OS X El Capitan or later, you don't need a USB flash drive to install Windows:
MacBook introduced in 2015 or later
MacBook Air introduced in 2017 or later3
MacBook Pro introduced in 2015 or later3
iMac introduced in 2015 or later
iMac Pro (all models)
Mac Pro introduced in late 2013 or later "
"If you have an iMac Pro or Mac Pro with 128GB of memory (RAM) or more, your startup disk needs at least as much free storage space as your Mac has memory.
For example, if your Mac has 128GB of memory, its startup disk must have at least 128GB of storage space available for Windows. To see how much memory your Mac has, choose Apple menu > About This Mac. To see how much storage space is available, click the Storage tab in the same window."
" These Mac models were offered with 128GB hard drives as an option. Apple recommends 256GB or larger hard drives so that you can create a Boot Camp partition of at least 128GB."
https://support.apple.com/en-us/HT201468
"If you're using an iMac (Retina 5K, 27-inch, Late 2014) or iMac (27-inch, Late 2013) or iMac (27-inch, Late 2012) with a 3TB hard drive and macOS Mojave or later, learn about an alert you might see during installation."
https://support.apple.com/en-us/HT209057
Ensure you have the required space available.