Windows to Go was designed to run on "Certified" (I.e more EXPENSIVE) devices
However you CAN make it run on "Normal devices". The best solution IMO is to run it on an SSD connected to your PC via a USB3==>SATA connector --then it works lightning fast. !!!
Here's a link (this is for W8 but it works for W10).
Creating a Non-Certified Windows To Go USB Drive » ADMIN Magazine
Don't forget to use the CORRECT WIM for W10 (X64 / X86) especially if you use the GUI version of IMAGEX