I think you misunderstand. Surface Pro supports only UEFI, not legacy BIOS. What you are referring to as a "BIOS interface" is in fact the UEFI firmware settings. If you're having issues accessing the settings, this article may be helpful:
https://support.microsoft.com/en-ca/help/4023531/surface-usi...
I'm not sure what you mean by "install your own copy of windows" but you can certainly boot from USB by following the instructions here: