Install Clover to USB or HDD

Continue.

Continue.

Click "Change Install Location" to select where you want to install Clover.
Click "Customize" to select what you want to install.

Select your USB stick or HDD.

Select "Install for UEFI motherboards", select a Theme and EFI drivers needed for your system.
Explanation: http://clover-wiki.zetam.org/What-is-what#EFI-drivers

When installing to HDD, also select "Install RC scripts on target volume" and "Install Clover Preference Pane".

Make sure that it shows "Installation Complete. If not, you have done something wrong.
A common case for failed install is if you already have Clover installed and did not clear nvram before install.

To solve:
Open terminal and type nvram -c
Install Clover again.