Is it possible to use Windows PE Bootable drive on OS X
Though it may be possible to create and boot a WinPE thumb drive on a Mac, the purpose of WinPE (or WinRE) is custom-tailored to the needs of admins/users of Windows systems/software/file systems.

Apple (and your Mac) provides its own measures to diagnose your hard- and software, so there is no need to create a Windows PE Bootable USB-thumb drive.

Depending on your Mac and your installed system you may:


boot to your Recovery HD (hit cmdR immediately after the start-up chime) 
boot to Internet Recovery Mode (hit altcmdR immediately after the start-up chime). You need a decent internet connection though.
use Apple Hardware Test
use Apple Hardware Test .dmg
use Apple Diagnostics