Have you made sure your HDD is selected in BIOS as the boot device? Also there is an operating system on the HDD right? If not it wont have anything to boot from.
Assuming you have an OS loaded on it, first make sure BIOS even see's it. If it does see it, make sure its the first boot device in your Boot Order section.
Without an OS to load, you'll keep getting that "Insert Boot Media" screen. Once you know your drive is seen in the OS, then load up the OS. Plug in the USB with Windows 10 on it in to the computer. Turn on the computer. Start tapping the F12 key (check your manual, but it should be F12) to bring up the boot option menu. Select the USB drive and it should boot from there in to the install process.