OK so your drive was setup as a dual boot config MacOS & Windows. There are a few different ways people setup Windows on a Mac partitioning the drive and creating independent boot volumes. Using BootCamp which is a VM volume within the MacOS to run Windows all in the same partition space.
Most MacBooks just don’t have very large drives as such I would recommend using BootCamp as the better setup. If you got this system second hand then you should look at scrapping the config and redoing it and not bother setting up Windows if you have a 256 GB drive or smaller.
If your system able to boot up under MacOS by its self? You imply you only tried the USB thumb drive.
As for your thumb drive you should reformat it and configure it as an OS installer drive so you have a workable backup just in case How to create a bootable macOS Sierra installer drive or if you can How to create a bootable macOS Mojave installer drive I would not use High Sierra.
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What is your OS versions involved here. What does the system have on it and what does the USB thumb drive have.
What is the function of the USB drive given the drives name I’m thinking its a EFI firmware updater is that correct?
crwdns2934271:0crwdnd2934271:0 Dan crwdne2934271:0
1) Mac OS High Sierra and Windows 10(Boot Camp)
2) USB was probably bootable (not sure) as it was unused for months
3) Probably it was firmware updater, not really sure.
I was trying to format the pendrive , as in windows 10 it was showing just 200 mb.
crwdns2934271:0crwdnd2934271:0 Amit Kumar crwdne2934271:0
On start, after holding option button, it showed 3 options a) MAC b) Windows c) EFI (from pendrive).
I chose EFI and then restarted the maching by holding power button.
crwdns2934271:0crwdnd2934271:0 Amit Kumar crwdne2934271:0