How to boot a Linux distro from a usb drive? (distro already installed on usb)?

I'm currently running windows 7 and I've downloaded the Kali Linux.iso onto an 8gb flash drive using pendrive. I assume the distro installed correctly, but when I disrupt the normal startup to enter bios and adjust the boot order I don't think I see the flashdrive (I see something that says usb disc and usb fdd but when I moved those things to the top of the list windows started normally, so I restored the boot order to the original.)

Does this mean my computer is not capable of booting from a usb, or is there a way to check this? Is there something else I should be looking for in the boot order or in bios? I have a Lenovo thinkpad e545, if this helps at all.

Thank you for the help, it's much appreciated!

Added (1). It was under a different category under the main startup page, but nice try

An iso file is a disk image file it is not bootable without expanding it to a bootable device usually a cd or DVD ( 2 dvds at least if it is 8Gb), there are instructions all over the internet on how to make bootable USB drives from iso files and numerous free programs for making bootable images and manipulating iso files