To boot a usb drive requires a application - 
USB Booter you can search typing "usb booter" on the internet either use my choiced application  -
RUFUS USB BOOTER

To install a windows you must have the windows image file like - windows_xp.iso, windows_7.nrg.
if you want to make image from disc use NERO

Then connect the USB and open RUFUS

Here you see the application -

• Then Choose the drive on device list
• Then Click on the CD icon and browse the image file
• Then Click Start
• After Some time you will see - 
  Like that.
• Then a complete message you will see when your usb get ready for boot
• The install you choiced windows and enjoy.