Boot Windows with USB stick?

I found a way to bypass my Windows password in a video by the Youtuber Morpheus.

For that I had to boot Linux.

First I downloaded Linux Mint, and then loaded it onto my USB stick with Yumi and later with Rufus.

Then I restarted my laptop (Surface Pro 6) and opened UEFI. There I selected the USB as a boat. Nothing happened several times after the start.

Only the last time is a black page popped up. Something about Grub. After everything started to flicker, I reset the computer.

Does anyone have any good instructions on how to boot Linuc Mint or any idea why it didn't just open the Linux interface?

Did you also have the right ISO file from the side?

Because actually every Linux would have to run on laptops / PCs

This would be the official site: https://www.linuxmint.com/download.php

For that I had to boot Linux.

should surely mean a "boot Linux live system". Not all distributions offer such a version.
I know from Manjaro Linux that this is possible and they also offer versions for 32 and 64 bit. A 2GB stick may even be sufficient as a data carrier.

"Burn" such an ISO onto the stick. Possibly. You don't have to go to EFI / BIOS. Some have a boot menu, accessible e.g. Via F8 immediately after switching on.
What that has to do with grub strikes me as strange, because it is the boot loader that can boot Linux and Windows. When starting a live system or installing it is not yet needed. This is only the case when Linux is permanently installed on a disk.

Such a Manjaro only boots into live mode anyway. First the selection "Installation" installs on the plate. Before that, you can also mount the Windows partitions and edit files.
Then ask again.