If you would like to test on your real machine, you can do that as well but keep in mind that you must have a full backup of your data in case something happened inconveniently.
Remember that all beta software has some bugs which may interfere with regular usage, so do keep that in mind before proceeding.
You may be prompted to enter your Mac password, so just follow through and all your installation files will be moved to the USB drive.
Apple delivered us some of the most requested features, while simplifying and making everything else a little more handy for Mac users.
It is a necessary step for a clean installation, which you can now complete by following the instructions on the screen.