It’s important to create the bootable USB. Your PC is designed to automatically move on to a different boot device, so if your USB stick isn’t actually bootable, you will not get any warning or message when you plug it into your PC and try to start up from it.
The default for any USB drive is to not be bootable. This guide will help you figure it out and start your PC from the external recovery media. If you’re unable to get your PC to start from a correctly-created bootable USB, even after following our guide on booting from USB drives, it could be any one of many things.