It used to be typical for every variation of Raspberry Pi to require booting from an SD or microSD card. It wasn't until the Raspberry Pi 2 Model B that the firmware received an update for booting ...
When it powers up, you can choose from what drive to boot, you have your Macintosh HD and a Lion specific partition of your hard drive and then you have a USB device, which is actually your SD card.
To create a bootable Micro SD memory card and use it as the bootable media to install Windows on a PC, you need to follow the instructions to prepare your Windows bootable Micro SD card and then ...