I haven't tried Windows 10 yet, but I would assume this is true of Windows 10 too. For Windows 8.1 and earlier Windows doesn't support booting from USB devices except on Windows Embedded (which is intended to be non-removable physically inaccessable usb device), and Windows To Go (a feature in Windows Enterprise Edition). Over the years I have stumbled on some hacks to get around this, but I've never tried any of them, and discussion of them is not appropriate on this site. My understanding is that aside from WIndows refusing to install on USB devices, it also does something to them during boot up to make the boot-manager/boot-loader unable to find the device in the event that someone manually installs Windows to a USB device.
I think your only hope is Windows To Go, I'm not sure if it's included in the Windows 10 Enterpise Technical Preview? Perhaps someone else can advise on that. I've personally never tried to make a Windows To Go setup so I'm not sure what exactly is entailed. I assume you're probably using the Windows 10 Technical Preview, not the Enterpise Technical Preview.