The problem is your bios isn’t set to read the usb as a higher priority than grub on the hard drive / ssd. Grub won’t offer you boot from usb - it just lets you select from any of the installed OS’s.
You need to enter your computer’s bios settings and set usb to the first option.
Enter bios with the relevant key (it probably flashes briefly at the bottom of the screen after turning on); or check your hardware’s literature / search online. If you can’t find out which key to press, try Esc / f2 / f10 / f12 / Del in turn (holding each one down in turn during the power on process usually does the trick). Once there, how you tell the system what boot order to use depends on the hardware, but it’s usually quite intuitive.
Once you’ve done that, reboot and it should go to the usb and let you install.