How to install Windows 10 on external SSD that currently runs OS X?

As Apple states here: https://support.apple.com/en-us/HT201456

Can I install Windows on an external drive?

No, Boot Camp requires that Windows be installed on your internal hard disk.

There's a workaround, which doesn't use Bootcamp. Personally, I haven't tried it. http://bleeptobleep.blogspot.gr/2013/02/mac-install-windows-7-or-8-on-external.html

Don't stress yourself out over this. Use a VM platform like VirtualBox (free) or Parallels (not free) and you can run a VM from any drive.

Here is a screenshot of my iMac with OS X El Capitan running both a Window 7 and Windows 10 VM and what you are not seeing is the headless FreeBSD 10.2 Development server also running but can be seeing running in the VBox Console. It's super easy and since going this way, I have never needed to resort to Boot Camp (disclaimer: I don't game)

Links to the VM Software websites:

VirtualBox

Paralells