Stuck at "select file system", no file list

Hello, newbie here
I'm trying to install Sierra 10.12.1 on my EliteBook 8460p.
I followed the instructions with Clover etc, but when I want to boot from EFI File (after pressing F9), there is just no file to select... My USB key is plugged and the EFI folder is on it.
Can you please help me on this early stage issue ?
Thanks!