Yes, I would like to add, that if your USB drive has a storage space greater than 32GB you need to create a filesystem (FAT32 or FAT) from linux or use third party software on windows, because windows does not allow FAT32 or FAT for those kinds of devices. FAT and (as NewUser mentioned above) FAT32 seem to work with Core2USB. I have no knowledge about exFAT or NTFS and Core2USB, maybe someone can try that.
Windows 8 and 10: Click the "View" tab on File Explorers ribbon and click the "Hidden items" checkbox in the Show/hide section.
Also I am not sure about this way because I actually had this checkbox checked and I use Windows 10. So in case this doesn't work I recommend:
1. Press "Win+X" then press "a" - this opens up the powershell in admin mode
2. type "get-disk" to get a list of all connected drives
3. look for the desired drive and remember the number, then type "get-partition -number
number"
4. see which letter the desired drive is assigned to and type "set-location
driveletter:"
5. type "remove-item -recursive -force" and press tab - that way the hidden folder is suggested/revealed
6. press enter and repeat 4. until nothing is suggested