Turn on the computer
Turn on or restart your computer and watch for a message during the POST about a particular key, usually Del or a function key like F10 (e.g. HP Z2 PC) that you'll need to press to access the BIOS/UEFI setup utility. It's possible, you won't see such message at all, but a vendor splash screen instead.
Enter the BIOS/UEFI Setup Utility
After pressing the correct keyboard command, you'll enter the BIOS/UEFI Setup Utility.
Wipe the harddisk (if possible)
Some systems make wiping the harddisk possible from BIOS/UEFI (e.g. "HP Z2 PC").
Select the boot mode
Save/confirm your changes and exit
Exit the utility using Esc and save changes.
If you could wipe the harddisk, the sytem tries to PXE boot. If you could not, it may or may not boot. Nevermind. We will eventually erase possible partitions in the next steps. Shutdown the PC by pressing the "power button".