There are a couple ways I can mention:
1: Use AIO Boot
-Plug in the USB flash drive while running Windows.
-Follow
these instructions to prepare the flash drive.
-Use the AutoPartition feature first to create two partitions on the flash drive then do the installation, first partition needs to be Fat32, second can be either extFat or NTFS for data. You need at least 10GB for Knoppix and persistence in the Fat32 partition, if your flash drive is very large, you can make the first Fat32 partition even larger to add more Live Linux ISOs or Utility ISOs.
AIO Boot is free and works nice, once the flash drive has the two partitions, AIO will extract it's files in the Fat32 partition, now all you have to do is click on the AIOCreator.exe in that partition and select the integration tab to select the ISO image file (Ex: Knoppix.iso), input the name you want showing up in the menu at boot. Knoppix supports persistence, it will recognize this somewhere down the line and ask if you want to add persistence and how much, maximum size will be 4GB due to Fat32 file size limit, it takes quite a while to create the persistence file, wait till a message appears saying something like "All done, happy booting", now you can integrate more ISOs or boot it. A grub menu shows up at boot with all your integrations.
I'm using this setup on a 64GB flash drive with Debian & persistence, Ubuntu & persistence, Gparted, Windows 10 PE, Windows 7 PE, maybe more, and a NTFS data partition for....stuff.
2:Use
Rufus Portable
-Plug in the flash drive while running Windows
-Run Rufus Portable
-Ensure the flash drive shows up in the top section labeled "Device"
-Click on "Select" in second field to select the Knoppix.iso, leave other fields at defaults.
-It may need to download a different version of syslinux, accept, keep default install type do not select dd image method.
-After it's done, shrink the partition with disk management in windows or Gparted, then create a second partition in the free space and format it either NTFS or extFat, Mac will be able to use either. You may choose to create a third partition labeled "persistence" or leave enough room in the first partition to create a persistence file. Information regarding creating persistence found in the
Debian Live manual.
