As you’re currently using Windows on your PC, you might have to do an extended reboot. By default Windows skips the UEFI/USB step in the boot sequence to make Windows boot slightly faster.
Check out this link for reference’ https://learn.microsoft.com/en-us/windows-hardware/manufacture/desktop/boot-to-uefi-mode-or-legacy-bios-mode?view=windows-11
That’s new to me. For me so far it was sufficient to follow this part from the linked article…