I don't think Virtualbox has a UEFI option, so I think virtualbox is (rightly) booting legacy. But still it can't boot from that ISO I just tried VMWare Player I notice that one can choose UEFI or not ...

It is the first thing you need to fix the issue as stated above. For that, you need to run the virtual machine showing the error and go to the Devices > Install Guest ...

Running Windows completely off of a USB flash drive is quite handy if you want to try a newer or older version of Windows without affecting your current system. The USB drive can also serve as a ...