Simply find the ISO file you downloaded and choose your USB stick from the list that should appear after selecting the file.
Only leave the USB stick you’ll use during the process connected. Disconnect all the other external storage devices you don’t need during this process. Follow the instructions to save the ISO file to your Mac, and you’ll be using it shortly in the following steps.
You’ll use the included “Boot Camp Assistant” to do this, and the progress is relatively straightforward if you follow all the steps carefully.