Generally speaking, W10 and all other versions of Windows do not allow you to boot their OS from an external storage device (USB flash drive or USB HDD).
There are some hacks that some people here have gotten to work that way; but it's not reliable in my opinion as well as not recommended. Linux versions such as Ubuntu and Mint do an outstanding job of running from USB external storage devices; and run in memory and you don't have to install the OS onto the boot drive if you don't wish to.
Best,
<<<BIGBEARJEDI>>>