It depends on the computer - who made it (HP, Dell, Intel, AMD, ...) and how it is set up. There is no standard procedure or function key combination. So google for 'installing Linux on Lenovo Thinkbox A123' - or whatever.

There are two ways of booting Linux from a USB stick or DVD:
- press a key during startup to get a screen to select the boot device
- set the 'boot order' to boot first from USB or DVD before HDD

That was all you needed to know until a decade ago - then along came UEFI.

Nearly all recent computers have UEFI, and UEFI has a feature called 'Secure Boot' which you may have to disable. This piece is 5 years old - the situation may have changed:

https://www.zdnet.com/article/installing-linux-on-a-pc-with-uefi-firmware-a-refresher/

Caveat: My knowledge is theoretical. My newest computer is pre-UEFI (12 years old), and I've always burned Linux onto a DVD - I've never used a USB stick.