If it does not have efi folder it probably isn't compatible with uefi boot. Uefi boot are not just settings in rufus, most of time os that you want to boot needs to have efi folder and boot files in it. Rufus offers many great features but it also has limitations.
You can easily use Rufus to create Windows 10 bootable USB and many other operating systems including Windows XP, Windows 7, 8, 8.1, Ubuntu and many other Linux distributions. Rufus is a simple and easy to use tool, just download and run the tool to create bootable USB.If you try Rufus and it locks up at the end, cancel the task and issue a “BCDBOOT E:\WINDOWS /S E:” to make your device boot UEFI.