I created the first USB boot drive (for Windows 7) by following steps 1, 2, 8 and 9 from http://michael.anastasiou.me/create-windows-7-8-bootable-usb-drive-mac/
When that failed, I created another USB boot drive (this time for Ubuntu) using unetbootin.
To boot, I've inserted the USB stick into a USB socket. I've then turned the machine on and pressed f11. This has shown me a menu labelled "Please select boot device" containing:
UEFI: Built-in EFI shell
USB: KingstonDataTraveler 3.0PM
UEFI: KingstonDataTraveler 3.0PMAP
AHCI P2: Patriot Blast
I initially thought I should select UEFI: Kingston... but that sends me straight back to the "Select boot device" so instead I select USB. This gives me a flashing cursor and no more.