Can't make a live USB using Linux subsystem

I'm trying to install Linux-lite
Tried Rufus but uefi option didn't show up in boot sequence.
So I thought I would use the dd command using Linux bash on Windows.

Obviously lsblk doesn't work So I got the physical-name from PowerShell

Get-CimInstance  Win32_DiskDrive | Select Caption,DeviceID,InterfaceType,Size | Where-Object {$_.InterfaceType -eq "USB"}

Output

Caption                         DeviceID           InterfaceType        Size
-------                         --------           -------------        ----
SanDisk Cruzer Blade USB Device \\.\PHYSICALDRIVE2 USB           15373048320

Which I tried in Linux terminal

sudo mkfs.vfat -I \\.\PHYSICALDRIVE2

But I got this error

mkfs.fat 4.1 (2017-01-24)
mkfs.vfat: unable to open \.PHYSICALDRIVE2: No such file or directory

I'm stuck here and I don't know how to move forward with installation.

Solution 1:

I have downloaded linux-lite-5.4-64bit.iso and used it with rufus-3.14, and had no problem with Rufus offering to create a boot media that works for both BIOS or UEFI:

If this doesn't work for you, download my versions and try again.

You could also try the Universal USB Installer, but Rufus should have worked.