Booting Kali Linux from a pendrive | BIOS/UEFI settings, Live and Forensic modes

How to boot Kali Linux from a USB pendrive and start it in Live mode. The needed changes in the motherboard firmware (BIOS and UEFI) for it to work.

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// Music credits:
author:trackname { "DJ Disarray":"No longer the same" }
url:license { "https://soundcloud.com/dj-disarray/no-longer-the-same":"http://creativecommons.org/licenses/by/3.0/"}