Usually you need to at least set the boot device order, to boot from USB before the hard disk, or press the magic button during boot to enter boot device selection menu. Sometimes there may also be an specific option to enable booting from USB devices.You should find the answer to this from your laptop's manual.
None of this seems related to Arch boot media, so you'd be better asking from thinkpad customer support if you can't figure it out.
Welcome to forums, regardless.
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