Making bootable Windows USB installer can be a bit tricky since it involves copying installation files, some of which larger than 4Go, on a FAT32 formatted USB. For this reason, amazing tools such as Balena wont work. Microsoft documentation comes with a ugly hack involving Dism. Nerds might want to transpose it to dd. Here is an alternative using woeusb

sudo apt-get install wimtools
chmod +x woeusb-5.1.0.bash

# adapt path and device
sudo ./woeusb-5.1.0.bash --device /path/to/your/windows.iso /dev/sdx