What do you mean by
I made the bootable usb, copied all the files
What tool did you use to made that USB bootable?
You can't simply paste the files on the USB and made the USB bootable: that will not work.
Kali uses an squashfs and too many picky details to load the system: putting all of that together 'manually', in the correct way, is a little complex.
So, what you should do, is clone the ISO image (which is ready to be cloned exactly as it is) over your USB; cloning is MUCH MORE than simply copying all the files. When you copy all the files, there is data beyond the filesystem boundary that your are missing. With cloning, you are coping it ALL, even beyond the filesystem boundary.
So, to clone your Kali ISO over your USB, from windows, your best bet is probably win32 disk imager. Just be careful when you select your destination drive: double check that your destination drive (the letter that identifies it, like F:\) correspond to your USB device.