Kali Linux USB for Windows 10.

Download a Kali Linux ISO image from here.

Download the Win32 Imager from here.

Follow these instructions.

Sometime a flash drive appears to have less space than it physically has. If this be the case, then you can recover its full capacity by following these instructions.

Burning ISO Image to PC from a Physical Disk

Not having to insert game CDs into the CD drive is a good reason to do this. I recently used BurnAware's "Copy to ISO" function.
Once you have the ISO (CD/DVD image) on your hard drive, you can use a virtual drive from Elaborate Bytes to mount the image.

Currently I am making ISO disk images of the following games:
Halo 2
BioShock
GTA III
Assassin's Creed