Not a bad app in that it's not malicious, but its ad copy is wrong -- some of the claims made are not possible without modifying earlier versions of Windows. Other claims are somewhat meaningless, e.g. you can use Windows ESD files [ESD files are encrypted wim files], since Microsoft for the most part no longer gives you ESD files. Some features you probably don't want to use -- a Windows to go drive not using win10 Enterprise will most likely count against the hardware changes allowed before 10 deactivates & you have to buy a license. In a nut shell, WinToUSB Pro doesn't offer anything unique, in large part just using its own GUI to run tools from Microsoft you can as easily use without WinToUSB Pro.
The claims start with Windows to go, so I'll start there too. Windows to go is something you'd do with win10 -- win7 won't run on a removable drive without modifications, & then still is a bit iffy. Download a win10 Enterprise ISO, mount it in win10, start the Windows to go wizard in win10's Control Panel, plug in a USB drive, point it to the needed file in the mounted ISO. Unless you're running your new Windows to go drive in an Enterprise environ, it will not activate, which basically means you can't personalize it or use a PIN to log in. Myself, I think that's a good thing, because if you run the same version of Win10 on the USB drive & your Windows device [PC, laptop, tablet], Microsoft's systems will see it as you changed your hard drive [to the USB drive from an internal one], should activate it based on your device's hardware ID, record that you've changed hard drives, and unless you bought that win10 license outright, it probably counts against the number of hardware changes allowed. [Microsoft keeps it's activation methods & policies secret, plus they're subject to change at Microsoft's whim.]
A Windows to go drive itself isn't that special... Win10 will run on a USB drive as-is, no modifications needed. A copy of Win10 will run on lots of different hardware as-is -- when starting it'll see if the drivers installed don't match the hardware, and attempt to download & install the correct ones. What makes a Windows to go drive that you create with the wizard different is that there are only 2 partitions, rather than the 4 with a normal install, and boot files are included for both UEFI & Legacy bios. The missing partitions are for stuff that won't work with Win10 on USB anyway, so you won't miss them. Regarding the boot files, Microsoft has a tool called BCDBoot that you run from the command prompt, and it'll install or add one or both sets, so it's easy to change what boot files are on a drive.
Win10's builtin wizard is the easiest way to create a Windows to go drive. If you don't want to use that wizard, you can use DISM [included with Windows] at the command prompt -- it's what both the wizard & Windows setup uses. Or you can copy the partitions from an installed copy of 10, basically cloning the drive. The WinToUSB Pro ad copy boasts: "Creation of Windows To Go on Non-Certified Windows To Go drive." That only matters if you try to use a regular USB stick, which you shouldn't anyway, because it'll be far too slow to be useful -- I use an external USB hard drive, which the win10 wizard warns is not recommended [or something like that], I click OK on the message, & the wizard continues. It also says: "Support for creating VHD/VHDX-based Windows To Go Workspace." Create a VHD or VHDX drive in Windows, copy win10 to it [clone a Windows to go drive you created with the wizard, or use DISM], and use EasyBCD to add it to your boot menu. While possible, you Do Not want to clone a installed copy of Windows to a VHD/VHDX on the same device -- that can work with a USB drive because the boot menu doesn't see or know about that other installation, but booting to a VHD/VHDX uses the same boot menu.
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Moving on, WinToUSB Pro includes a "Windows installation USB Creator". Get the ISO for whatever OS & use Rufus.
It also includes a "Windows PE Bootable USB Creator". WinPE is a command line only, extremely minimal version of Windows that doesn't need to be installed, & so is portable. The recommended way to get WinPE is to download the needed components of the latest win10 ADK, then from the command prompt create the WinPE x86 &/or amd64 folders, then again from the command prompt set up whatever type of media you want WinPE on. You may not like it because the ADK is large [~3GB installed] & you use the command prompt, but other methods are iffy when it comes to booting different hardware. You can certainly try Windows PE Bootable USB Creator, but realize the result may or may not work for you where you want/need it to. Note that it is recommended to use the latest win10 ADK/WinPE, regardless if you're using win7, 8, or 10, because each new WinPE version has added features & compatibility.
Final note: apologies for not including links to anything beyond Rufus, but Microsoft's online docs are updated somewhat frequently, so you're better off using Google when you want/need info to get the latest, most current info & downloads.
rufus[.]akeo[.]ie/