Lenovo laptops have a few different ways of entering boot menu (see here):
Models with "Novo Button" require just turning on the laptop using Novo Button instead of regular Power button:
then, special menu will appear and allow user to enter BIOS setup, Boot menu, hardware tests etc.
Models without "Novo Button" are more complicated - some of them don't have Boot menu at all. Instead they require:
When done too slow, this may lead to accidentally running Windows - which in turn can have 2 consequences:
To avoid this, you should carefully observe the boot process, and be ready to immediately disconnect the USB device, when you see the Windows boot spinner.