Build it anywhere, the location doesn't really matter.
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In order to to the nether you need a portal.
A Nether portal is an obsidian structure that can transport players to or from the Nether dimension. USB doesn't come into it anywhere. The 'Minecraft USB nether portal' is just a YouTube fake.
There are 2 portals you can craft in Minecraft. The Nether Portal and The End Portal.
The Aether is part of a mod for Minecraft; to explore it, you must first install the mod and its prerequisites.Once you have installed the mods, you must build a portal to the Aether. This works the same as a Nether portal, but with different materials. Build a rectangular frame four blocks wide and five blocks tall with glowstone, and pour a bucket of water into the middle of it. This will create an Aether portal, which can transport you to the Aether dimension in a similar manner to the Nether portal.
A portal to the Nether requires ten Obsidian blocks (eco version) or fourteen Obsidian blocks for the full version.