Trying to turn NUC into an Xcode compiler. My head is exploding.

So here’s my situation. I have .dmg files of Sierra and El Capitan. I also have a 16gb usb drive.

How the hell do I create a USB bootable that can be booted on windows? I’ve tried scowering all the tonymac guides but it seems like they are all done on a Mac. Is there no way to create this magical usb on a windows machine? Any nudge in the right direction would be greatly appreciated.