How boot from USB on Yoga C930? (USB-A)

I have a brand-new Yoga C930 2-in-1 with a 1TB SSD and 16 GB RAM, which I'd like to run Ubuntu Linux on. I can't manage to boot from a USB (type A) pen drive yet, though.

I managed to enter the BIOS (via this hint) and the "Boot from USB" option is "Enabled". When I exit the BIOS, though, saving the changes, having the USB pen drive plugged-in into the USB-A slot, Windows is booting up just normal. No USB boot happens, no boot menu is shown. Also, the usual pressing of buttons such as F2, F11, F12 or Del doesn't result in anything being shown from the BIOS.

How do I boot from a USB drive then? Obviously, when there is a related option in the BIOS, it should be possible, shouldn't it?