When using a SATA hard disk, set the SATA controller to IDE emulation. It's likely that the CPU will be too fast for a number of Windows system drivers, but a 3rd-party update is available to address the problem. Install to the first primary partition (32 GB or smaller).
It's possible to install Windows 95 on a flash drive. Use FDISK to create a primary partition that utilizes all but 10 MB of the space, or 32 GB (whichever is less), and allocate the remainder to an extended partition. This usually allows Windows Setup to identify the device as a hard disk.
Windows 95 lack large drive support, and all the drivers needed to function on any computer or components made in the last 16 years or more.
You would need a 20-year-old PC and parts to get a copy working.
The only other option is to use a Windows emulator. Google that for your various options.
Side question: Why would you want to run the worst OS MS ever released?
Why do you want to use one of those old systems? They're not compatible with anything anymore. If you really have to live in the past, then download a Windows Emulator for your machine. VMWare is a good example.
If you get caught using W-95 I assure you that Black Squad helicopters will rain down on you and terminate you with EXTREME Prejudice buddy!