Generally, both online and offline PEs contain boot files. Just copy all files to the root directory of the U disk, and then modify the boot area of the U disk with software (pay attention to choosing the correct U disk). I usually use bootice, modify USB flash drive and boot with grub.

There will be a grldr file in your pe root directory. This is the boot file, which is equivalent to the ntldr file in the xp system partition. Of course, ntldr is to boot your system to xp.

There are various pe boot mechanisms on the Internet, but no matter what kind of pe it is, it shouldn't be wrong to copy pe to a USB flash drive after modification with the tool I mentioned at the top.

Some PEs will bring their own programs or batch commands to the USB flash drive, so just run it and see the prompt operation, but it doesn't have to be recognized by the computer. My motherboard Hummer ha03-gt will recognize the USB flash drive as a hard disk. If you want to boot from a USB flash drive, you must insert it and restart it, and then the bios will choose the priority of the hard disk. Some motherboards need to set the first startup option in the bios to usb-hdd, etc., while some motherboards will not start the USB flash drive even if it is set to usb-hdd. It depends on luck.