Booting from the USB is easy enough if you have Windows installed. Just go to Recovery Options and restart from there. But what if you installed Linux on your Surface Go an you want to get Windows back?
Yes, you can meddle with BIOS an change boot order there. But there is an easier way - just use GRUB.
To enter GRUB on Surface Go, just press Escape multiple times while booting. Once there, press c to enter command mode. All magic will happen here.
First "magic" part will be finding USB drive. For that just write ls and you will be presented with a list. Depending how you had your drive setup, you might be able to recognize it. If you used MBR it will be something like (hd0,msdos1) and if you used GPT it will be slightly different (hd0,gpt1). Frankly, that's the probably single biggest reason I use MBR for my recovery drives - since all else uses GPT, it makes it painfully obvious which drive is correct one.
With drive selected, we just need to "chainload" it:
GRUBset root=(hd0,msdos1)
chainloader /EFI/Boot/bootx64.efi
boot
And that's it. You now booted of the Windows recovery USB without messing with boot order or secure boot settings at all.