I want to install Debian directly onto my USB drive. Is there an easy way to do this directly without having to reboot to run the installer?
Depending on what OP actually wants to do it might be simpler to just install Linux normally in a VM. I recommend Hyper-v if you are using Windows Pro and if you are using Windows Home I recommend upgrading to Pro using MAS scripts or using a workaround to install Hyper-V on Home.
You could also use a hypervisor like virtualbox but they are type 2 hypervisors which are usually slower compared to type 1 like Hyper-v or KVM.