As reported by users in addition to
Rufus, To "Burn" the AROS One USB image to any USB device you can also use the software
Etcher.
As already mentioned use Pendrive or HD larger than 4GB, doing this with the residual you can create a partition in FAT32 that can be used normally on Windows (the AROS partition will not be shown) but also as an exchange volume on AROS One that instead sees and manages both partitions.