The next step is to select the Partition scheme and Target system. There are two options for each, which you should choose depending on what types of computers you intend to use the Windows To Go USB drive in the future:
Choose the GPT Partition scheme and UEFI (non CSM) Target system if you intend to use your Windows To Go drive to boot computers running UEFI only. This is the best choice if you’ll use Windows To Go only on newer computers and laptops.
Choose the MBR Partition scheme and BIOS (or UEFI-CSM) Target system if you intend to use your Windows To Go drive to also boot older computers that are still using BIOS or computers configured to run in Compatibility Support Module (which allows UEFI systems to emulate a legacy BIOS environment). This is the right choice if you need your Windows To Go drive to be compatible with as many computers as possible.