I can not boot from any USB thumb drive media, why?         

ALL WAYS From Sunday. (I will try my best, seen them all I have ) (Not one word here applies to Apple anything)
I will call this thumb drive the USB stick or just STICK, from now on. (pendrive/key/thumb/memory stick)
Booting to USB is a BIOS issue and has nothing to with Windows, or Linux,  you can even boot to Freedos. (yes) or boot to any ISO made for PC (IBM) claimed to be bootable, like my PCI sniffer does.
  1. Did you build the stick on a good PC not running XP or VISTA, use w7 and higher windows, using only RUFUS (free) or Microsoft's w7 or 10 method. (use Rufus , click the ISO and burn it)
  2. Did you test the  stick there first ? on that above PC before the problem PC is tried? Even W7 install is fully safe to try, and land here.(and stop as show below) (or boot Linux Ubuntu v17 in to demo mode)
  3. Now the offending PC, if too old the PC will never boot to USB or may have  BIOS flash firmware upgrade that adds this feature. (or if you have  day to waste use PLOP trick on legacy box PC's, or OMG utube)
  4. Lets pretend there is hope and no desire to use  PLOP or learn it, here are all steps, beyond step 1,2.
  5. Flash the BIOS firmware if you have USB boot issues first. (newest or last one released) (www.yourPC_maker.com) HP.com Dell.com, Asus.com.
  6. Next,  go into BIOS, and click , return PC to BIOS defaults (day 1 fresh) SAVE and exit key now. (be sure the PC RTC coin cell is not dead, or over 7 years old replace it for $2 , if you skip this, you may get nowhere ever.
  7. The USB bits must be flipped to ON.
  8. So, the BIOS is now reset and time of day and M/D/Yr set correctly , next make sure boot order is correct.  best order is Removable, CD/DVD and last HDD.  this boots in this order and  finds your USB STICK
  9. The fact is some BIOS for sure old, do not boot to USB3 ports and only the USB2 ports, and some are listed as shared, avoid those too if you can. (Yah try all USB ports  to boot)
  10. Ok next is see if BIOS sees the STICK. (2 ways use the boot on the fly key F8 or F9 , RTM read your manual on the PCs OEM manual it answers this simple question) See below.
  11. Do not use UEFI only USB sticks, they will fail on W7 or older OS.  Use only generic USB sticks, even cheap walmart 8GB or 16GB work great.
  12. Do not use wild extreme 512GB or 1TB USB sticks here, or that old old PC may get all confused, after all they could not test that stick back 10 years ago could they?so don't use them.
  13. If the PC still fails to see the STICK this PC is just too old leaving only PLOP as a cure.
  14. It is not a bad stick after all step 2 above  passes this test. (so must be , the  PC is just too old)
On new PC's turn off SAFE BOOT or SECURE BOOT in BIOS (UEFI) or booting alien media will fail.  (sometimes called CSM mode, (means DUAL BIOS)
On some old PCs (Compaq) there are no BIOS pages to access and no boot order page to see or change, no hot key F9 for boot on the fly. (Plop is the only cure)  ( and has PATA drive inside) wow old. 1999 year.
One pitfall is booting any UEFI formatted STICK on any OLD PC, or the reverse MBR STICK  and then forgetting to turn off SAFE_BOOT in BIOS.

This is what you want see on a modern PC with Modern BIOS.  (OLD PCs back in 2002 or older can't do this)
Examples of W7 USB booting clean, this EMS means the Windows PE Pre - Environment. If you can not reach this 1st screen the USB stick is bad or this PC can not boot to USB.
If the USB boots, the screen will text, "hit any key to boot USB"  do so or it can never boot any USB stick. I hit space key, big and easy mashing)
Let me be clear here, BIOS makes this happen, not the OS ! BIOS only gets you here. (or UEFI Safe_boot or Secure boot off) As seen here.
This message complies with "EL Torito" spec,  and allows the 2nd boot from Windows install to not loop endlessly and boot through to the 2nd boot.
Hit space bar (tap tap, tap) next up is.... (sorry there is no key marked "any key" (pun)  This too is a  BIOS feature that some makers of PC messup big time. (eg.fails to ask this press question)
If you fail to hit a key, NO USB can boot ever, nor and optical media (CD/DVD/BR) for that matter. (some BAD BIOS, are so bad they do not comply with El Torito spec. (say year 2003 to 2007; the bug years)

The W7 install screen #1 

W7 , install page 2.  if you get this far , the USB sticks seems be be OK. (but can fail if the HDD is bad) Below and above is my HP ELITEBOOK.

It is safe to go 1 page more testing.
The next button above takes you to the HDD setup screen if no HDD is found there, then it is probably a bad HDD see all test here.

This next photos is  an 11 year jump back in time today  (blast from the past)  to 2007, P5 Asus, last BIOS upgrade was 2010.
As you can see it can not see my defective USB STICK.

Missing USB or wrong BIOS version This guy removed all SATA device, trying to force USB to boot.

Next is a P5Q mobo from ASUS, seen my USB stick,  Sandisk (do not buy any USB stick that shows, w8/10 only usage (UEFI) or is useless on W7
This order is wrong, but some BIOS have hot key F8 to change order on the fly or F9 as HP does.
Note how it even says the name of the  STICK (makers name)  Older BIOS may show, Udisk, removable, or?

Now last this screen from XP (the virus magnet) F6 H3LL I call it.  This will cause no HDD found, or no SSD found.  XP has like 10% of all SATA driver mission on the install media.
I am not promoting XP here, I'm showing 1 very good reason to update to W7 only. (F6 hell and no HDD found)

Building Install USB devices:  NO, you can not just copy the ISO to the STICK.
 STICK , Thumb Drive , Pen Drive, USB Key drives, or USB flash memory devices (or just STICK)
RUFUS (free) The last XP /VISTA version was V2.18
Watch out for W10, it has both 32 and 64bit inside one  ISO, so need 8GB minimum stick sizes,  W7 (either bit 32/64) fits 4GB up.)
FAT32, issues, the MS ISO do not have huge 4GB or larger files that make FAT32 fail. 
Rufus, free is portable, no install needed and no malware. (from makers site)
At another working real modern PC, create the new USB W7/10  installer USB STICK. ( I like to preformat the USB stick to FAT32, for best support on old PC's)
  1. I got the ISO from Microsoft.com  Below is 2018 version (2 ISO's are there 1 for 32bit and for 64bit OS) (Microsoft needs a good COA key to DL W7, unlike W10 and the nice 30 day trial )
  2. Plug in the USB empty STICK,  the below is in my rear USB3 port) Rufus sees this instantly, if not the port is bad try them all, or stick is wrong type. 4 to 32GB is  good safe range of sizes. (w10 8GB up)
  3. Next click the CD incon marked 1 below and cruise to the ISO file now and this step is done.
  4. Select FAT32,  this makes the stick happy on all PC's  made.  (all must support FAT 32)  Old PCs want FAT32.
  5. Click start , it burns and tells you done
Try all USB ports, if any fail to show up like my scratch drive USB here does. (okay?) 
If your PC is a very old legacy PC, with OLD BIOS,  do not expect 1TB USB STICKS to work, ok? use 8GB or 16. Cheap ones. In the same vain do not buy or use UEFI only STICKS in legacy PC, << fail you will.
This is W7 ISO. v2 example.  This works on most older PCs say built back to year 2007.(or new)
Nothing can be more simple using RUFUS (millions do every day)
Super old PCs year 2000 to 2005 range many do not boot at all to USB, (no BIOS support is why) upgrade the BIOS?

Here is 1 example of  hopeless case, no possible BIOS USB BOOT support.
2800 series (2002) (Compaq now HP entered the market with Presario, product, yah that long ago. 1995? ish.(SAYS WIKI)
The 2200 has  no USB ports at all. 1997/8
There are vast numbers of PCs that do not boot from USB, 2000 year to 2007 is  good range for failure and before that year.  1995 is an intro year, with say Windows 98SE loaded , USB works but not booting to it.
Back in 1995 we patched the OS to use, USB devices or even bought USB cards to do this.
My page here is 2007 and newer PC, so I  will let legacy older DIE HERE.

 end legacy, begin modern.

The ISO sets all other parameters, NTFS is ok on modern PC's, but not super OLD PC's say before 2007
This new version is not compatible on XP nor VISTA. (do I neeed to say older? I'd hope not)
V3: Is new.
V3, is new and focuses  directly on new PCs.   CSM ( means compatibility mode ) My PC is CSM mode. (new from ASUS Z270)

PC settings (only seen on modern PCs with UEFI )

* Ensure Secure Boot is disabled.

* Ensure Legacy mode is enabled.

* Save the UEFI/BIOS changes.

On modern HP PCs the F9 key (hammered at power on) lets you select the boot device ON THE FLY.

Try all USB ports, for sure test the stick on a good working PC with W7 or newer running, (build the STICK on modern PC)

In the BIOS of most top grade PCs the USB ports can be disabled, so make sure they are not . (Mine has USB2 and USB3, on my PC 2010 Elitebook USB3 ports are dead in BIOS by design)

On my PC laptop I must use USB2 ports or the stick will be DEAD.
One more pitfall.
Windows 7 32-bit does not support UEFI booting at all). (only 64bit does)

A walk down memory lane, BIOS, fiddling bits.
Default BIOS. (very old LEGACY) 2007 or older. But all versions have Set defaults) (99% do)
Click F9 to reset BIOS and then Yes.

USB bit flips. (Top branded Asus motherboards or high end Enterprise level PCs also have full settings in BIOS ,vast types of settings are here unlike some home grade toy like PCs)
If savvy find every entry with the word USB and make sure they are set correctly. "enabled"
FDD = floppy disk drive for the young kids that never seen one.
Ever seen a ZIP drive, (mines in the land fill) This is a super old PC here below. Like Y2K old.
The USB IOmega ZIP drive, CDROM and FDD external all work here but not USB memory. (legacy H3LL) Circa year 2000 stuff.

version 1.  8-3-2018  (I think I got them all,  for USB BOOT DEAD)