Short answer: no usb, license key only.

ESD means you get a link to a site where they give you a license code.
Then you can download windows 10 from Microsoft (or directly from the same site, i don't remember) and you can also download some tools to make a bootable setup usb (as long as you have an usb key to use).
You then use the license code to activate the OS.

ESD stands for Electronic Software Delivery (more on the topic here: http://www.asbis.com/microsoft-...). That means you can put the software on any media you like, including USB (that's also how I did it).