You cannot boot a Mac via any connection to an external drive directly. But, Macs can be booted from an external drive via a USB connection (I used to boot my Macs that way, before I "invested" in a faster way for the boot process; also this link states that one can boot via USB:
http://mac.appstorm.net/general/how-to-make-a-bootable-hard-drive-clone-with-superduper/,
but you need to use software that makes a
bootable backup/clone of your current system. Also, a Thunderbolt to USB Adapter is expensive. (I assume you truly mean a Macbook Pro, and if you do, that machine should have at least one USB 3.0 port on it. If instead you mean the "new" 12" Macbook, then that machine only has a USB-C port). Also, to boot from that external drive, you would first need to start up your Mac like normal, then so to Start Up Disk" in System Preferences, select that disk "image/icon" for that external clone, and then click restart. Your Mac will then boot from that external
bootable backup.
In any event, you will need to purchase and use a backup/cloning program that creates a
bootable backup on your external drive. The two best products for that are either SuperDuper! (that is what I use) or Carbon Copy Cloner. Here are links to each one:
SuperDuper! -
http://www.shirt-pocket.com/SuperDuper/SuperDuperDescription.html
Carbon Copy Cloner -
https://bombich.com/
One drawback is that booting process will be slow via a USB connection (even if it's USB 3.0). I use a Firewire 800 connection, and the boot process is certainly faster than via USB. But, another bottleneck is the use of an actual hard drive inside the external case,. Even if it spins at 7200 rpm (both of my external drives do), the boot process is still somewhat slow. I am waiting for the price of a 512 gig SSD to drop in price, so that I could put it inside a slim, external case. But, I can't find such a slim external case with a Firewire 800 port. They do come with Thunderbolt ports (which I can use), but they are expensive.