I did this a few years ago because for university I needed the spyware software “Respondus Lockdown Browser” that is specifically designed to not run in VM or wine and only supports Windows. I needed it only a very few times so a dual boot would take away disk storage I may use in better ways. If you too are obliged to stay away from a VM I’ll try to remember the tool I used, it was windows only but allowed to create windows bootable USB for free, without even a license. I partitioned my 500Gb SSD to not waste it all for Windows. Otherwise, a VM would probably serve you way better (and faster)