How to create a vmdk in order to use Physical Disk or USB on VirtualBox (Windows)

1. Open Disk Management -> Win+R then 'diskmgmt.msc' and see the number of the disk you want.
2. Open cmd as Administrator
3. Type the command
   "C:\Program Files\Oracle\VirtualBox\VBoxManage.exe" internalcommands createrawvmdk -filename C:\Users\user\Desktop\raw-0.vmdk -rawdisk \\.\PHYSICALDRIVE0
   and replace the zero (0) from PHYSICALDRIVE0 with the number of the disk from Disk Management and the path to save the .vmdk file after -filename.
4. Then you must start VirtualBox as Administrator and you can select the .vmdk file in your VM.

Note: If it's removable device eg. USB (Flash) Disk you may need to use LockDismount0300 to dismount the disk and stop windows from using it.