i suposse you found the correct way to accomplish the task, but for documentation purposes, i’ll post it here.
well, the correct way to do this is:
format the USB drive as NTFS label it as “images”
THIS IS THE PROBLEM: copy “images” folder to the USB root, NOT the files.
USB disk
|-images
|- install.wim
|- …all the other files
on this way, the WinPE detects the wim file.