Rufus works pretty fine, you just need to select the proper .ISO
file for Windows then the option for Windows To Go option appears.
If you wish to boot the device in Legacy mode, select the “MBR
partition scheme for BIOS or UEFI computer” option. Or, if you wish to
boot it in the UEFI mode, select the “GPT partition scheme for UEFI
computer”.

Another good alternative is GImagexenter link description here

This provides an older way of installing Windows on USB.
With GImageX tool, simply extract the downloaded archive and run the
correct version of the program for your computer — the x64 one on a
64-bit version of Windows or the x86 one on a 32-bit version of
Windows.
Click the Apply tab in GImageX. In the Source box, browse for the
install.wim file you found earlier. In the Destination box, choose the
external drive you’ll be installing Windows To Go on. Click the Apply
button and GImageX will image the Install.wim file onto the USB drive.
I have used all these methods but personally I prefer using Win To USB, which is by far most straight-forward and easy to execute.
References
- How to Create A Windows To Go USB (Guide)
- How to Create a Windows To Go USB Drive Without the Enterprise Edition