You have to boot from the windows usb from the BIOS, once you get to Linux OS it is too late to boot from a USB stick (just like it is in windows).
Your PC should have a key you press to access the BIOS. In new computers this screen disappears very fast (usually it is F2, del, or F10).
Then set your computer to boot to USB, then you can wipe linux and install windows.
If you are having difficulty booting from USB after getting to BIOS then google how to do it for your specific model as every OEM seems to have completley different menu layouts (and they love to change the name of it from time to time).