i realize this is an old thread, but there is an easy way to create a UEFI/SecureBoot compatible boot disk in Windows. All you will need is a disk you can nuke, a preinstalled copy of windows, and a modern x86_64 or AMD64 ISO image of linux.
1. Open command prompt or Powershell as Administrator
2. run the command "diskpart". this allows us to format and partition drives (in this case, your USB)
3. Connect the USB you want to nuke (transfer any data off of it before you continue, your going to wipe it clean)
4. run the command "list disk". we want to find your USB and this command allows you to find it, the size should be a giveaway of which disk it is
5. run the command "sele disk #" with # being the disk number of your USB you got in step 4. this sets the current disk to work with to your USB.
6. run the command "clean". this nukes your USB and deletes any files and filesystems on it.
7. run the command "crea part prim". This will create a primary partition we can store data on the USB with.
8. run the command "format quick". this formats the partition we have just created
9. run the command "active". this allows the computer to use the USB to boot a bootloader (e.g. GRUB2).
10. open the ISO file and copy all the files to your USB.
11. Reboot in UEFI mode with Secureboot enabled
if you have done all this, you should have a valid bootable Linux install USB/LiveUSB and be greeted with an installation screen or desktop
NOTE:
I have set up Windows/Windows, Windows/Linux, and Linux/Linux dual boots using this method. just remember to install Linux last