The external USB disk was prepared using the instructions in Walkthrough 2 (see here). This page covers DiskPart usage for creating a virtual hard disk, which will be used as the target for the wimboot Windows To Go installation.
 create vdisk file=S:\wimboot2go.vhd maximum=15360 type=fixed  - adjust path, size (in MiB) and disk type as required.
 select vdisk file=S:\wimboot2go.vhd  - select the virtual hard disk created in the preceding step - adjust path as required.
 attach vdisk 
 create partition primary  - create a partition spanning the full size of the selected VHD file.
 format fs=ntfs label=wimboot2go quick  - format using the NTFS filesystem. Edit the label as required. 
 active  - mark the partition as active / bootable. This is not required if booting on UEFI firmware, but is required if booting on BIOS systems and UEFI in compatibility mode (CSM). 
 assign letter=t  - mount the partition as drive/volume T:\.
Diskpart can be scripted. The following is a script file to automate the commands listed above (replace "select disk #" with the correct disk number) - 
Save as D:\walkthrough3vhd.txt and then run the following command from an elevated command prompt (run as Administrator). Adjust path and filename as required -
Output from running the command DiskPart /S D:\walkthrough3vhd.txt
Document date - 6th July 2022