Installing Windows 10 via Boot Camp & official Microsoft retail USB
I believe that you will need an actual .iso image of the version of Windows you have purchased retail. Fortunately that is both easy and legal, just go here.

Download the same version you bought and save it to your Mac's hard drive. I would use a different USB key so you don't lose your original. But then if all you need it for is Boot Camp on the Mac go for it and use your Windows USB key with Boot Camp.