Not all motherboards support this. It works best on Surface devices and some modern OEM PCs.
Here’s a detailed write-up on changing the boot order from within Windows, including the necessary context, methods, and important limitations. Introduction change boot order from windows
The boot order determines which device (hard drive, SSD, USB drive, DVD, etc.) your computer loads the operating system from first. Traditionally, changing the boot order requires entering the BIOS/UEFI firmware settings by pressing a key (like F2, Del, or Esc) during startup. Not all motherboards support this