Windows To Go
Windows To Go is one way of installing Windows onto a USB drive or other removable media.
Generally speaking, with USB drives you either buy one that’s Windows To Go certified, or you go with some third-party method off the internet.
I tried the third-party route. It worked, but it’s not reliable, not stable — a couple of upgrades and it’s probably dead. In the end I just bought a Kingston with Windows To Go certification on eBay. For the list of certified products, see Microsoft’s official page:

https://en.wikipedia.org/wiki/Windows_To_Go
With external hard drives the requirements aren’t nearly as strict, of course…
Anything Windows recognizes as a hard drive rather than a USB stick will do. That NGFF SSD external drive I put together last year works straight out of the box.

And after it boots you still have to activate the damn thing yourself before you can use it. Bruh.
The upside is that this gives machines without Windows a chance to run Windows. Sometimes we still need Windows for flashing a BIOS or whatever, right?
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