To enter BIOS setup for most laptops and PC’s you have to press a certain key before booting into Windows or another operating system. Below you’ll find a list for most common USB boot key for different manufacturers.

For most Apple Mac / MacBook models: Press and hold the Option key when the Mac first turns on.
For most Dell laptop models: Press F12 when the Dell logo is displayed.
For most HP laptop models: Pres F9 when the HP logo is displayed.
For most Lenovo laptop models: Press F12 when the Lenovo logo is displayed.

For most other brand Models: Tap a few times on keys like Esc, F1-12, or Enter when the computer starts

Do you want to boot from another device than your standard hard drive? Change the boot order in BIOS settings to USB drive, DVD-drive or 2nd HDD/SSD.

Some issues that are quite common:
You want to boot from another device but the screen stays blank. You can try changing the UEFI mode settings. Also you might need to select the EFI File -> boot -> efi -> bootx64.efi in the boot menu from the computer.
If there other errors from booting through another device, make sure to disable secure boot and TPM in your BIOS settings.