Can also get there by doing Shift+click on the Restart or Shutdown buttons then clicking through to advanced options until you find "enter setup." Pressing F2 never worked for me
In the BIOS
Security tab: disable "Secure Boot Control"
Boot tab: disable "Fast Boot"
Boot tab: Here Asus support says to enable "launch CSM" (Compatibility Support Mode) but it wouldn't boot from the Ubuntu USB image this way. It worked when I left CSM disabled. I bet CSM works with a Windows or DOS USB.
Plug in USB with Ubuntu image on it
Restart computer and hold ESC key down, forcing windows boot menu to appear