That's because DMG is not native on Windows. To create a bootable USB drive from a DMG file on Windows, you will need to have the right utility.
The second method is by using the command line by using Terminal. The first one is by using just Disk Utility, a preferred method if you don’t like working with Terminal. When trying to convert a DMG to a ISO or CDR file for MacOS X, we have two options available.
With a.dmg in UDF you can mount a DVD image and then play it directly using DVD Player. The reason I wanted to convert is because there seems to be a difference in behavior between an.iso and a.dmg, specifically one in Universal Disk Format. I also found in google that i can manually change the name of the file to.iso but that also did not work for me. I googled this and found out HDIUTIL, which has converted the.dmg file into a.cdr file - that does not help me. I understood that it can be done by a working mac.
