Using Boot Camp to install Windows 10. Won't work. Why not?

I've gone through the process of downloading the support software onto a USB stick. I purchased a copy of Windows 10 online and that's plugged in too. The mac restarted as it was supposed to but didn't go to the installer bit, I just ended up back on the startup login screen.

I'm guessing here that it'll only install from an ISO image. Is this correct? I've downloaded one from Microsoft and just wanted confirmation that this is correct before I spend hours tonight trying to install it.

If I am correct, why wouldn't it install from a USB stick? I assume it's quite common to install from USB sticks these days so why would a Mac insist on using a disk image?

Anyway, am I correct?