Installing esxi to a usb device is simple, just insert a cd and during the installation point to a usb device. This shows how to prepare a bootable usb device that allows you to install esxi onto any type of device.
Step 1: Launch your browser and point to https://unetbootin.github.io/
Step 2: Download and launch unetbootin. Point to your .iso image and click OK.
Step 3: Click on Exit.
Step 4: Verify the contents of your USB drive.
Step 5: Boot your future esxi host from USB and start the installation.