NB! Sadly this guide below did not work on my system (apparently because it's not very recent system) and I decided to use WoeUSB instead.
It's very easy to use:
sudo ./woeusb-5.2.4.bash --device ~/Documents/Window/SERVER_EVAL_x64FRE_en-us.iso /dev/sdX
Please note that it will overwrite all data on USB stick.
Example output:
WoeUSB v5.2.4
==============================
Info: Mounting source filesystem...
Info: Wiping all existing partition table and filesystem signatures in /dev/sda...
/dev/sda: 8 bytes were erased at offset 0x00000200 (gpt): 45 46 49 20 50 41 52 54
/dev/sda: 8 bytes were erased at offset 0x729bffe00 (gpt): 45 46 49 20 50 41 52 54
/dev/sda: 2 bytes were erased at offset 0x000001fe (PMBR): 55 aa
/dev/sda: calling ioctl to re-read partition table: Success
Info: Ensure that /dev/sda is really wiped...
Info: Creating new partition table on /dev/sda...
Info: Creating target partition...
Info: Making system realize that partition table has changed...
Info: Wait 3 seconds for block device nodes to populate...
mkfs.fat 4.2 (2021-01-31)
mkfs.fat: Warning: lowercase labels might not work properly on some systems
Info: Mounting target filesystem...
Info: Copying files from source media...
Splitting WIM: 4127 MiB of 4127 MiB (100%) written, part 2 of 24%
Finished splitting "./sources/install.wim"
Info: Installing GRUB bootloader for legacy PC booting support...
Installing for i386-pc platform.
Installation finished. No error reported.
Info: Installing custom GRUB config for legacy PC booting...
Info: Done :)
Info: The target device should be bootable now
Info: Unmounting and removing "/tmp/woeusb-source-20240302-155025-Saturday.g0vizR"...
Info: Unmounting and removing "/tmp/woeusb-target-20240302-155025-Saturday.T2VU0b"...
Info: You may now safely detach the target device
As first step format USB stick by creating new GPT partition table on it:
Then create single partition on it using NTFS file system: