Having trouble understanding guide

Dumb question here, but indulge me please. After creating the macOS installer on the USB drive and moving to the Build and Install OpenCore step, should we install to the internal drive or the USB? Have tried the USB several times with no luck, when rebooting only get the normal mac boot up, no other options, and yes I do hold down the option key when rebooting.

submitted by /u/Reason-Expensive
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