Ventoy is an open source tool that allows the creation of bootable USB drives with multiple operating system images. When compared to other tools like YUMI or Easy2Boot, its by far much simpler to use.
You need to take in consideration the computer boot method you want to use, MBR or UEFI, to select MBR or GPT during the pen drive creation. That is done by choosing the partition style under the options menu. Its also possible to enable Secure Boot Support.
Copy any .ISO, WIM, IMG, VHD(x) or EFI files to the Ventoy pendrive’s root directory to add it to the boot menu, and boot from it.
The application is free and can be downloaded from here.