How to direct boot pen drive without setting in bios
More aboutdirect boot drive setting bios
press f11 or f8 many times at bios data then window will pop up giving you the boot devices
If your bios doesn't know how to boot from USB, it's not magically going to know how, and if it does know how to boot from USB, then you need to set it higher in the boot priority list. Any way you look at it, the bios has to know what the boot device is.