Can't download install an iso file for Windows in a USB stick with WoeUSB

WoeUSB requires that the target device (the USB drive that you inserted) be unmounted before it can write anything to it. Open the Disks application, select the USB device that you inserted in the left pane of Disks and unmount it. Click the black square marked by a red arrow in the below screenshot to unmount the selected partition.

I just ran into this error, and another option for those who prefer CLI:

sudo fdisk -l

Find the disk and device (partition) that is appropriate. In my case the disk was /dev/sdb, and the device (partition) was /dev/sdb1.

sudo umount /dev/sdb1

then re-attempt the install from WoeUSB.