Here are some things to try if your USB drive still doesn't work.
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Make sure the Enable Boot from USB devices is On under Advanced options of the UEFI Boot configuration screen.
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If you have configured a boot order, check the Advanced options in the UEFI Boot configuration screen to ensure that Enable alternate boot sequence is on.
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Try another USB drive.
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If you currently have a Windows Insider build installed, you may need to first turn off and then turn on Secure Boot for the USB boot drive to be recognized.
To find out how to boot to the UEFI configuration, see How do I use the BIOS/UEFI? and How to use Surface UEFI.
