I would think the USB flash drive that comes with the boxed version of Windows would be a bootable USB drive.
If you have access to an existing Windows machine (be it physical or virtual) you can download either an ISO image or create a bootable USB drive using the Windows Media Creation Tool from the Microsoft website. You can either use the license key from a boxed version or online digital purchase.
With USB flash drive, your VM would have to be using EFI/UEFI as the virtual firmware. So you would have to create a custom virtual machine. And then choose Power On to Firmware.
With version 10, I think you can specify in the advanced options now (instead of editing the vmx). Not sure if the quirk still exists in version 10 but with version 8.x I had to add the line
bios.bootDelay = 7000
to the vmx file.
The 7000 is 7000 milliseconds to give enough time to connect the USB flash drive to the VM from the menu otherwise the USB Disk will not appear as a choice of in the list of boot devices in the UEFI boot menu. With Workstation 12.x on Windows, it doesn't have that quirk. Just power on to firmware, connect the USB flash disk, select "Enter setup" and then go back to EFI main menu and the USB disk appears in the boot option.