If you want to boot from a bootable USB, you have to make a pass-through device.
This assumes you have USB Installer already created or an image of that installer as a file.
###Step 1: Create the Installation Media
Step 1: Create the Installation Media
Using hdiutil
create a sparse (expanding) disk image with a size of 6GB
hdiutil create -size 8GB -fs FAT32 -volname "Win10-Install-Media" -type SPARSE ~/win10-installation-media
Next, mount the image
hdiutil mount ~/win10-installation-media.sparseimage
You will get a message that describes the layout of the drive image. Pay attention to the disk identifier as you will need it for the next step.
###Copy the install USB to the image
Copy the install USB to the image
dd if=/path/to/USB/Installer of=/dev/disk#
The newly created image will need to be unmounted for the next step, so go ahead an unmount the disk.
diskutil unmountDisk /dev/disk#
Step 2: Create the VMDK
To do this, we are going to use VirtualBox's "raw hard disk access" to create a pass through to the newly created drive image.
The syntax of the command is as follows:
VBoxManage internalcommands createrawvmdk -filename </path/to/file>.vmdk -rawdisk /dev/disk#
So, for our purposes, the command would be (note the escaped spaces)
VBoxManage internalcommands createrawvmdk -filename ~/Windows\ 10\ Install.vmdk -rawdisk /dev/disk#
The VMDK will be a very small file that simply points to disk you created in Step 1. Now you can attach the VMDK to your VM and boot from it.