Insert your USB drive. Open your disk utility:
Olarila is a community-driven project that provides "raw" USB images. Unlike Vanilla guides that require you to build your own EFI from scratch, Olarila images come with a generic EFI folder that boots on most Intel systems (Clover or OpenCore). Their Catalina image specifically is famous for stability.
Before proceeding, it is vital to understand the legal and safety landscape: