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Once booted into Windows To Go, a PC can only work with the file system on the drive — hence the requirement for high-performance USB 3.0 devices. You'll need at least 32GB of storage to ensure there's room for your applications and files — as Windows itself will take over 18GB, with 3GB reserved for system use.
Don't expect to be able to use the Windows Store from Windows To Go. Instead, install images can be prepopulated with apps, or apps can be pushed to users' sticks using PowerShell. If it's absolutely necessary to give your users access to the Store, you can use Group Policy to enable access for individuals or groups.