"Windows To Go" (artificially disabled, like other things, in the inferior editions) is exactly that: an official, modified installation intended for removable drives potentially getting moved between different computers
Rufus can set one up easily (if you don't already have a compatible version installed in the regular way and running), but I never tried it
Part of the changes including disabling internal HDD support, it's supposed to be Microsoft's spiritual competition to those Linux distros intended for privacy when using another computer