Modern Windows PCs produced after Windows 8’s release have UEFI firmware with ???Secure Boot??? enabled. This helps protect against rootkits and other malware infecting the Windows boot loader, but it can also prevent Linux and other non-Windows operating systems from booting.
Some Linux distributions have had their boot loaders signed by Microsoft so they’ll boot with no problems. But for many Linux distributions you’ll have to disable Secure Boot before you can even boot a Linux distro from a USB drive.