How to download Windows 11 installer to a USB?

I see a lot of scattered replies that mention one solution, but never one that explains all listed.

Here's what you need to know:
1. Media Creation Tool - The officially endorsed tool, created by Microsoft, specialized to create Windows media specifically. It comes in two versions, for Windows 10, version 22H2, the latest Windows 10 public release, albeit unsupported), and for Windows 11, version 25H2, the latest public release. It downloads Windows Setup media from Microsoft's servers, specifically a .esd formatted file, and pulls the files from each index to create the Setup media on any inserted USB drive.

2. Downloading an ISO file - This is the equivalent to Media Creation Tool, but it lets you download this .ISO file, which can be burned manually to a DVD or to a USB drive. Older Windows versions before Windows 10, version 22H2, and Windows 11, version 25H2, are stored behind the TechBench API and Sentinel protection layer. You can find older Windows media on public archiving sites, but make sure to match hashes to known-good media.

3. UUP Dump - UUP Dump is a platform that lets users convert Microsoft's UUP (Unified Update Platform) files to Windows .ISO bootable media formats. It is best if you want to customize an image to include specific SKUs, but it is a bit more time-consuming, and prone to web-specific errors.

4. dd - dd is a native UNIX utility (also in Linux), that is mostly irrelevant for Windows media, as it requires a separate operating system, or WSL2 (Windows Subsystem for Linux 2), which can be heavy on older systems, and it does not properly know how to format Windows bootable media.

5. WinSetupFromUSB - WinSetupFromUSB is a third-party freeware that can create Windows media for any Windows version, but it is not officially endorsed, and requires downloading an ISO file firsthand.

6. PowerShell - This is a Command Line Utility bundled into Windows 7 SP1 and later. It can create Windows media from an existing ISO file, but it requires some knowledge of PowerShell commands.

Although short, RoopGoel's answer is recommended by me; it is easy to get Windows media, and unless you want full control and want to build Windows media from the ground up, you should either use Media Creation Tool from Microsoft to unify the process of media creation and USB setup, or https://www.microsoft.com/en-us/software-download/windows11, and use a utility such as Rufus to copy the installation files from this .ISO file to the USB.