Your boot order is probably wrong in the BIOS.
Also, some friendly advice: If your goal is to install ESXi on an HP laptop, you're probably going to be disappointed as it with either not work at all or will give you nothing but problems. ESXi is not meant for consumer hardware.
I have this laptop as test machine.
It's not an appropriate test machine for ESXi is what I'm saying.
It used to work on other laptop machines with no issues.
That doesn't mean it's going to work on this one, however.
However, here you go the boot options. What should it be?
Dunno, where'd you install ESXi? The USB option? You have UEFI enabled...and it's a laptop. You can try BIOS instead (you will have to reinstall ESXi). Or, as I said, it may just not work. This is a good reason why you don't use laptops to install ESXi.