Need help booting on an HP Omen

Hello, I purchased an HP Omen without an OS and I'm having a bit of trouble figuring out how to correctly boot from my USB drive, as I've never done this before.

I can access the BIOS without any problem by pressing escape at startup and then F10, then "System Configuration" and "Boot Options".

Here I have several options that can be enabled/disabled: "USB Boot" and "Legacy Support" are enabled.

I then have two frames, one with "UEFI Boot order" which consists of 4 elements:
-USB Diskette on key/USB Hard Disk
-USB CD/DVD ROM Drive
-OS Boot Manager
- ! Network Adapter

And the second "Legacy Boot Order":
-USB Diskette on key/USB Hard Disk
-Notebook Hard Drive
-USB CD/DVD ROM Drive
- ! Network adapter

I've tried changing the order, but I would mostly like to understand the difference and functioning between UEFI and Legacy, as well as what these 4 elements correspond to, and of course how to make sure my USB drive boots.

Note that I can access the "Boot Option" with F9 at startup, but that doesn't really help me much.

I hope I was as clear as possible and provided enough details, thank you for your help.