I use USB sticks, with ArcaOS, or eCS, in VBox under win 10. I know that Linux, and Apple, hosts complicate using things like that (I think you need special permissions). You need to read the VBox instructions, for whatever your host operating system is.
With win 10 as host, all you need to do, is install the USB drivers, AND, the OS/2 extensions (essential), in the guest. The easiest way to use it, is to mount the device in windows, then enable it to be used by VBox (the USB icon, at the bottom of the VBox window). That device is then only available to the guest in VBox, until you unmount (eject) it. Then, it isn't attached to the host, or the guest, until you physically disconnect it, and connect it again. Some experimenting will likely be required, to figure out how to use that feature.