Dell XPS 13 : booting from SD card

I have recently bought a Dell XPS 13 9360 with windows 10 pre-installed. I want to use ubuntu and don't want to mess the system at the same time.

So, I tried installing ubuntu 16.04.2 into an SD card and tried booting.

However, the SD card is not listed as a boot option even under legacy mode.

Is there a way to "add boot option" under the UEFI menu???

Thanks for the help.