For this step, you'll need a USB thumb drive that's 16GB or larger, and if possible it should be USB 2.0. Plug the stick into another Computer before continuing. This procedure will erase the USB drive, so save any files to another location before proceeding.
For this section, I'm going to hand you off to Hackintosh Slav's OpenCore guide to set up the USB initially.
You will want to follow both the "Creating the USB" page AND the "Gathering Files" page within the guide linked above.