According to this extract of the documentation of VeraCrypt, it is possible to create a portable "Traveler Disk" in the application:
Tools -> Traveler Disk Setup
You can use this facility to prepare a special traveler disk and launch VeraCrypt from there. Note that VeraCrypt ‘traveler disk’ is not a VeraCrypt volume but an unencrypted volume. A ‘traveler disk’ contains VeraCrypt executable files and optionally the ‘autorun.inf’ script (see the section AutoRun Configuration below). After you select Tools -> Traveler Disk Setup, the Traveler Disk Setup dialog box should appear. Some of the parameters that can be set within the dialog deserve further explanation:
My problem is I can't seem to find Tools → Traveler Disk Setup.
Am I missing something? I want to be able to share files on this disk with people running MS Windows.