You have to set the order up as CD drive then the intended HD.
Any other boot device should be bellow the cd and HD.
If there is an option in the bios for secure boot make sure it is disabled.
Second of all in the bios you should have two modes at least.
Because its a HP, well they can be funny.
But set the interface device to AHCI mode, and not sata because it messes things up.
On old boards and I mean old HP systems, it ony gave you IDE and sata as an option.
So Select IDE if the case.
After making the changes in the bios, make sure you save the changes before exiting.
Now do not leave the USB stick in the usb port as it will halt the booting process.
Another HP glitch.
You should get the message press any key to boot.
Press enter and windows setup will run.