If you want, you can easily install Windows 11 from an USB key using the media creation tool or by converting Windows 11 ISO to bootable USB key through Rufus.
Download the official Windows 11 iso from Microsoft's server - Windows - Tutorials - InformatiWeb
Install Windows 11 using a USB drive (Media Creation Tool)
2 Ways to Create a Windows 11 Bootable USB Drive
Download the official Windows 11 iso from Microsoft's server - Windows - Tutorials - InformatiWeb
How to Create Windows 11 Bootable USB Flash Drive
4 Free Tools to Create a Windows 11 Bootable USB
Install VMware ESXi 6.7 on an USB key or USB external hard drive - VMware - Tutorials - InformatiWeb Pro
Install Windows 7 from an USB 3.0 key (plugged into an USB 3.0 port) - Windows - Tutorials - InformatiWeb
Create your BOOTABLE USB with Windows 11/Install Windows 11 on your computer/Step by Step (Оfficial)