According to this extract of the documentation of VeraCrypt, it is possible to create a portable "Traveler Disk" in the application:
Tools -> Traveler Disk Setup
You can use this facility to prepare a special traveler disk and launch VeraCrypt from there. Note that VeraCrypt ‘traveler disk’ is not a VeraCrypt volume but an unencrypted volume. A ‘traveler disk’ contains VeraCrypt executable files and optionally the ‘autorun.inf’ script (see the section AutoRun Configuration below). After you select Tools -> Traveler Disk Setup, the Traveler Disk Setup dialog box should appear. Some of the parameters that can be set within the dialog deserve further explanation:
My problem is I can't seem to find Tools → Traveler Disk Setup.
Am I missing something? I want to be able to share files on this disk with people running MS Windows.
Mentioned in this answer1 in point #1, it says that Linux and MacOSX distributions don't have this option, but the apps are already portable:
There's also a statement from a developer of VeraCrypt here, explaining the issue in reference to MacOSX, but the same concept should apply here.
With these two pieces of information, I can assume that this feature is not natively included in the VeraCrypt application for Linux, but there are ways to achieve the same result. Both posts basically say to just copy over the binaries/executables to the USB as they are already portable.
Notes
1I do recognize that this answer is in reference to TrueCrypt and not VeraCrypt, but the traveler/portable option is nearly identical and the same solution applies here.