1. Make the stick bootable
from a DOS prompt execute: diskpart
select disk 1 (assuming disk 1 was your thumb drive in the above list disk command)
create partition primary
select partition 1
Now the stick is bootable.
2. Windows files
Copy the contents of your Windows image or DVD to the base level of the stick.
Make sure that in your BIOS boot options, you have selected USB as primary boot option.
You will notice a significant boost in installation speed!!