While most modern hard drives make use of the NTFS file system on Windows ... If you own a USB thumb drive that you wish to format to FAT32, doing so is quite straightforward.
MakeWinPEMedia can format your drive as FAT32 which has a file size limit of 4GB. Since you can create a USB drive with both FAT32 and NTFS partitions, you can use a single physical drive to boot ...