Business PCs, Workstations and Point of Sale Systems

Anyone know how to start up the UEFI Diagnostics on a Workstation when the UEFI Diagnostics program or code files are on a USB?  

I downloaded the code part "sp143798.exe" on 1/30/23, which is the executable for installing the UEFI Diagnostics.  During the installation process we can choose to install in on the hard drive (Recommended) or on a USB.  I tried installing it on my hard drive and could not - message said I have too many partitions.  So I installed it onto a USB drive.  

Since there were no instructions on how to start the UEFI Diagnostics that came with the executable, I went to the HP Community Pages and to Internet Searches in general to find out how to do this.   Some places said to power up the PC pushing the ESC key, some said power up the PC pushing or tapping on the F2 key.  We can bring up the BIO by tapping on the F10 key, change the boot by pushing on the F9 key, and so on.  None of these options cause the UEFI Diagnostics to come up.  

Are there preconditions - like settings in the PC - that must be a certain way before the UEFI Diagnostics (from USB) will come up?   I found a 2017 article that said the USB thumb drive must be empty, and the PC's Secure Boot needs to be disabled.  Are these true?  Are there other preconditions?