So you go to boot menu, do you see the USB device there? If so, there are a few things that could be going on, go in your bios and toggle UEFI/legacy (whatever it was, change it) and see if it works. If that doesn't work try making the USB drive again possibly with a different one.
Also make sure you turn off windows secure boot in your bios.
If the device simply doesn't show you can try making it again on a different drive and plugging into a different slot.