You also need to make sure that things like the CPU, RAM and HDD fitted are correctly identified and after you set the Date & Time and Boot Order you need to Save the Changes as you exit the BIOS. If the Installed RAM, CPU or HDD's are not correctly identified you need to fix that before proceeding any further and as the HDD here are likely to be SATA you should connect them to the Lowest Number SATA Connector on the M'Board.
Kingston Digital DataTraveler 101 Generation 2 - 16 GB Flash Drive DT101G2/16GBZET
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I'm assuming that you want to boot from the SSD so it should be on the 0 or 1 SATA Connector and any subsequent drives should be on the next SATA Connector unless this Board has Dedicated RAID SATA Connectors which means that the Drives have to be connected a certain way. That will be in the user manual.

The most that you should be prompted after the POST Screen is a Message that you need to select a suitable Boot Device and then restart but some M'Boards do not give any warnings like that they just default to a Blank Black Screen or some default to a A:>_ in the top left hand corner.

So when you are sure that it's working correctly and the Boot Order is set insert the USB Thumb Drive into a USB Port on the M'Board and not one on a Fly Lead and turn the system on.

To have the USB Thumb Drive Bootable you need to copy the Install Files to the Root of the Thumb Drive not into a Folder as the System will not see any Boot Files to start the Install process.

As for the correct way to install the OS this all depends on what it is with Windows you can copy the Install Disc to the Root of the Thumb Drive but if it's some form of Linux, BSD or the like they make USB Boot Software to write the files to a Thumb Drive in the correct manner and you need to use that. The full directions will be on the OS Makers Web Site under How to Install/Use.

Col