Earlier quoted context omitted.
> Windows installer images have some files too large … I believe the USB stick needs to be exFAT formatted That’s true. I forgot! While it’s not part of the UEFI spec many (most?) consumer BIOSes will be able to UEFI boot from NTFS as well, so formatting as that might also be an option. Both that and exfat should be easy to do on Linux. No idea about MacOS. Which brings me to > too large for most tools to understand…
I don’t know if you can just copy the files over. It seems you also need to make the USB stick bootable? There’s dozens of guides on doing this on a Mac, they all seem outdated. I found a tool called WinDiskWriter on GitHub and it was the only GUI tool that worked. Suspect there’s more to it than just cp. There’s wimlib too for handling the larger files on the install ISO.
That’s for legacy MBR boot. It has no function with UEFI boot.
Same for Windows as it is for Linux.