is it possible to start win10 from USB (without installing o.s.)?

I created a bootable usb key with windows10 following this procedure.

http://ift.tt/2yQ2MyO

but when i turn on the pc, it lets me choose between installing win10 with or without keeping my files..

I thought it was possible simply to start operating system directly from USB...

someone can clarify me that?

thanks!.

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