In order to install or reboot Ubuntu from a USB thumb drive, you will need to tell your computer to use the USB to boot from.
Please watch this short video to see laptop and desktop examples of adjusting boot options on your computer:
TLDR, steps are:
- Insert USB stick into USB slot
- Restart computer
- Press F12 or F2 or ESC or other key (Depends on BIOS type your computer has) to bring up BOOT options menu
- You may also adjust boot order inside BIOS
- Select USB to boot from
- Let it reboot
If you install Ubuntu, your existing drive will be formatted and your data will be lost. Please do a backup of your data if you need it.