We definitely recommend using the Windows Media Creation tool to set up the thumb drive, since Windows has some pretty particular requirements about the boot/install media.
Following the link in your Windows Install Guide on a machine that isn’t running windows was my mistake: Microsoft’s site auto-detects your browser / OS and redirects you to downloading the .ISO. I’ve burned so many EFI - bootable ISO’s (for macOS and Linuxes), I thought “no problem”. Worse, it gets shockingly far into the install, then throws what seems to be an unrelated error. This is definitely Microsoft’s problem, but it’s a problem for folks starting the process without a Windows machine handy. It added 5 hours to my “getting the Framework going” process (!)