Michael wants to install Linux on a bootable USB key, but it doesn't work. It goes straight to Windows. Leo recommends Rufus for creating a bootable key for Linux. But the first thing you want to do is change the boot order in your BIOS to check the USB port first. Then, turn off secure boot. Modern PCs have this setting to protect your computer against a rogue operating system. Third, modern OS uses UEFI, not BIOS. So your computer likely needs to reflect that in your USB key. So you want to be sure your Linux Distro is UEFI compatible. Also, look for "legacy mode" in the setup. You can also try PopOS; it's the most compatible these days.