This is accomplished by a program called woeusb
from Ubuntu, or if you have a friend who has Windows, you can use the Windows Media Creation tool, or use Rufus.
Bear in mind your USB drive will be wiped by this procedure.
You will also need to do this from your installed Ubuntu, you can't do this from the live USB as you will run out of RAM. So you need to reboot again.
Also, ironically, because it will install an unsigned UEFI NTFS driver to the disk, you will need to temporarily disable Secure Boot to boot the installer. Once you've run the installer, you can re-enable Secure Boot.
This only applies if you are creating the disk using woeusb
, or with Rufus on Windows.
sdX
needs to be replaced with the correct drive letter for your USB drive.