When you downloaded the El Capitan InstallOSX.dmg did you develop it to get the Install OS X El Capitan.app
which will appear in your Applications folder.
After downloading InstallMacOSX.dmg open to get the InstallMacOSX.pkg,
double-click on that and an installation window will open, this does not install El Capitan
but converts the InstallMacOSX.pkg to the Install OS X El Capitan.app which
you will find in your Applications folder, it should be 6.2GBs in size.
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This is the Terminal command you need to use, if you do change the name of the USB you are going to use and you are using a name with more than one word separated by spaces you need to enter it in Terminal correctly by using backslashes.
/Your\ USB\ Name
sudo /Applications/Install\ OS\ X\ El\ Capitan.app/Contents/Resources/createinstallmedia --volume /Volumes/MyVolume --applicationpath /Applications/Install\ OS\ X\ El\ Capitan.app
Would be nice if you are getting an error message to actually tell us what exactly the error says.