Immediately press-and-hold the <span class="keycap">Option</span> key (<span class="keycap">⌥</span> or <span class="keycap">Alt</span> key) when the startup sound is played.
Choose the USB stick and press <span class="keycap">Enter</span>. The USB stick appears as an external hard disk and might be labeled <span class="guilabel">EFI Boot</span> or <span class="guilabel">Windows</span> like in the following screenshot: