This will launch Apple's ‘Startup Manager' which shows bootable devices connected to the machine. If you want to use your USB stick with an Apple Mac, you will need to restart or power-on the Mac with the USB stick inserted while the Option/alt (⌥) key is pressed.
How to create a bootable macOS Big Sur installer drive Put the macOS Big Sur installer on an external USB thumb drive or hard drive and use it to install the operating system on a Mac.