Password required to start LinuxCNC from USB stick

Try balena etcher

I know this is windows 7 but you should be able to select a similar button to select *.*

You are right, I have this option.
But I have an other problem, with 2 just unpacked EMTEC Flash drives that are recognized by my Mac but not by my Win10 PC! I have contacted the EMTEC Chat support but I never get an answer.
Meanwhile I had installed BalenaEtcher, but it doesn't show up on the screen when I start it, whereas I find it in the TaskManager as a background process.
Problems over problems.

An other question: what is the difference between LinuxCNC 2.7.14 Wheezy and LinuxCNC 2.8.0 Buster?

Wheezy is end of life, plus a whole lot of differences to Linuxcnc 2.8. Wheezy is 32 bit with an rtai kernel.

Buster is the most recent stable Debian, 64 bit with, at the moment, a RT_PREEMPT kernel. Plus obviously the recently released Linuxcnc 2.8.

More info is available if you look through the Linuxcnc.org website.

I am still struggling with my new (!) EMTEC 3.1 USB sticks to be recognized by the PC (they are by the Mac).
I'll try to format them in the terminal of a live Linux MX system that recognizes the sticks.
Which command do I have to use and in which format?

Finally I have a working USB stick, but I may not install the system on it, because WinDiskImager blocks every time I select the source iso file and BalenaEtcher doesn't start.
So, what may I do?

You write the ISO image directly to the USB stick, which over writes anything & everything that is on that USB stick. You will find that Windows will no longer be able to read that USB or say that it is unformatted. That is normal.
When you say win32diskimager “blocks you” what is the message or is it asking for an administrator’s password ? If so that is normal for an utility on Windows that has to have low level access to hardware.

When I say that WinDiskImager blocks I mean that it is not responding any more.
I'm just trying to do the job with Rufus.

With Rufus I could install LinuxCNC on the stick and my old computer boots successfully from it, whereas my newer one is still asking for a password.