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Next you'll need to select the image you want to use. IT administrators can use tools like the Microsoft Deployment Toolkit to build the appropriate WIM format files, embedding apps and customising installation options — or you can just extract the install.wim from a Windows install DVD.
It's a good idea to ensure that Windows To Go USB drives are encrypted, as they're likely to contain sensitive documents (especially if they're in sync with a work PC). There's support for BitLocker, Microsoft's whole disk encryption technology, and you can enable it when you install Windows To Go.
There's not much else to do when creating Windows To Go workspaces. Once you've put everything in place, just click the Create button and files and drivers will be installed on your USB stick.