Microsoft limited the use of Windows To Go to Windows 10 Enterprise and Education versions.
In case you want to use Windows To Go with Windows 10 Home or Pro, you can do this with a utility called Rufus.
In this short and easy tutorial, I show you step by step how to do this.
Important note about USB drives. They are not all made equal. Even ig a USB drive is 3.0, it might be very slow. So use a USB drive with a writing speed of at least 70 mbps.
You can checkout the one in the link of this post on Amazon. It was the fastest I tried.