UD Pocket works on systems with BIOS and UEFI.
It is essential that your system supports booting from USB storage media. This may already be enabled, or you may have to enable it yourself. The required key presses for this may vary from vendor to vendor. However, here are some hints:
While the device is booting, try pressing [F12] (in general), [F10] (Intel devices) or [F9] (Hewlett-Packard devices) in order to access a list of boot devices and select UD Pocket.
If the above does not work, access the BIOS settings via pressing [Del], [F1] or [F2] during boot and activate booting from USB storage media and/or change the boot order.
See the BIOS/UEFI documentation for your system for details of how to boot from USB storage media.