Windows ISOs are not directly bootable, you have to install the ISO to the flash drive with Windows software.

I tried making a Windows repair flash drive, but could not get it to install correctly from Ubuntu. I was able to make a CD and use the repairCD to copy itself to a flash drive. The repair files were tiny on a large flash drive and I wanted to see if I could then install grub2 into the Windows FAT32 partition (had to make sure not to have two /boot folders). It worked and then I shrank the FAT32 partition, created another and then used grub2 to boot several other repair ISOs so on one flash drive I have Windows repair tools and Linux repair tools.