To boot off a USB drive, you need to set the computer to boot off the drive.
When the "Dell" splash screen appears early in the boot, you need to press a button (F12?) to access the BIOS boot menu, then select the USB drive to boot off. If your USB drive got created correctly, it should boot up the Ubuntu installer (I'd make sure any important files on your Windows install are backed up before installing Windows).
Instead of F12, you can use the F2 button instead, to access the BIOS setup menu, there you can permanently set boot device priority (USB before onboard, CD before USB, etc). But I'd just use the one-time menu, since you won't need to boot off the USB drive frequently.