Hi nicolòraffuzzi
I am Dave, an Independent Advisor, I will help you with this . . .
What process are you using to create the bootable USB, are you doing that from inside Ubuntu using WoeUSB or some other utility, or do you have access to another Windows PC to create the bootable USB using the media Creation Tool?
Have you tried to format the USBB to NTFS, and does your PC have Legacy BIOS or UEFI
If your PC is UEFI, then in BIOS, switch to UEFI, disable Secure / Safe Boot, disable CSM, if there is a setting to enable USB Boot, enable that, then set that USB as the primary boot device, save those settings and restart your PC