Just Use Rufus
While trying to set up Windows Server 2022 on my spare Mac Mini for testing purposes, I noticed that Microsoft does not provide a USB creation tool as it does for Windows 10.
This let me down somewhat of a rabbit hole of how to make such a USB installer manually. Long story short: don’t. Just use Rufus.
Also, an honorable mention for Ventoy, which allows you to just put ISO files on a USB stick and allows you to pick one while booting. Unfortunately it wasn’t really playing nice with the Mac Mini, probably because it lacks Secure Boot support.