Don't use a cheap, slow USB 2.0 drive! I recommend a fast USB 3.0 USB flash drive like this one.
If you want to know how to add a certain ISO or payload to E2B, your first step should be to find it on the 'List of tested ISOs' page.
Note that the same ISO/payload/software may be listed in more than one place.
If no special instructions or links are given, then the ISO/payload should 'just work' if you copy it to a normal menu folder on the E2B USB drive (for most payloads you will need to run \MAKE_THIS_DRIVE_CONTIGUOUS.cmd too).
If your USB drive does not seem to boot, check it works by running \QEMU_MENU_TEST (run as admin).cmd from the USB drive (it should at least boot to the E2B Main menu). If it does not boot to the Main menu, you have done something wrong! If it does boot, then the problem is with your system's BIOS/firmware settings - refer to the FAQ and Troubleshooting pages.
You can directly boot from USB if you use Virtual Machine USB Boot. Tutorial here.
I use VBox+VMUB all the time. You must use VMUB with VBox because it will disconnect the USB drive from Windows first - otherwise you will encounter errors and other strange problems under VBox. You can MBR and UEFI boot from a USB drive on both 32-bit and 64-bit Virtual Machines.
E2B and grub4dos
If you want to know more about grub4dos or have special requirements or seek more knowledge, try my RMPrepUSB site. You can even find a few E2B Tutorials on there too!