When you go to the official Batocera website to get the software, you are downloading a .img.gz or .zip file. This file is an (or disk image) of the operating system. It contains the bootloader, the Linux kernel, and the EmulationStation frontend all pre-configured.
On it, one phrase was circled in dried ink: Batocera.linux.full.build.iso Batocera Iso Download
Restart the machine and press the boot selection key (commonly F12, F11, F10, or Del ) to select your USB drive. Disable Secure Boot: When you go to the official Batocera website