Format a pen drive in NTFS format
OS X and macOS can't format partitions as NTFS or write to NTFS without third-party software (read is built in).  Both Windows and Mac support read/write to FAT and you can erase a disk and set the format to FAT in Disk Utility which can be read in Windows. If Windows cannot read the FAT volume then this is a separate problem with the disk or Windows as it should work.