Cannot set UEFI boot order to CD Windows 8.1 HP Pavilion

Windows 8.1: HP Pavilion 2475ea Desktop PC.
I have Secure Boot turned off. I have Legacy Boot turned on, but do not think that is needed.

This link gives me instructions to boot from CD but they seem not to make sense from No 2...
h10025.www1.hp.com/ewfrf/wc/document?cc=uk&lc=en&docname=c03659945

...in that at 5-6-7 it seems to require me to select the CD then boot to Windows from HDD then restart and do the same again, but this time select CD again, or something??
I expected to set the device, then restart the computer and it would boot from the device, not restart Windows as described.
I was able to boot from a WinPE 4b CD.

I then decided to try changing boot order in the UEFI BIOS. From then on the HP (F9) described menu showed 'Windows Boot Menu' only under UEFI Devices. I could only boot from CD after putting the order back to 'Windows Boot menu' at the top of the order list; after which, as long as the CD was in the drive the (F9) list showed the CD drive as selectable to boot from.

I find this, after 30 years of normal BIOS, to be confusing.
Can somebody help please?

You can boot any DVD/CD/USB disk with WinPE4 in UEFI mode, with Secure Boot ON & UEFI mode ON.

Isn't there a Fn key you can press to bring up the Boot menu? There is on my new Lenovo. All I had to do was make sure the optical drive was in the list of boot choices.

@theog: I believe that I misread the HP help (link shown), not noticing the word Legacy. I am grateful for your response which caused me to re-read.
However, Boot Order was the issue. My UEFI (BIOS?) has a Boot Order selection as normal BIOS did, but does not seem to achieve the desired result.
1. Is it the case that a Boot Order is not required because such a CD/DVD will be detected anyway?
2. I notice that since I started trying to boot a Recovery CD, there is a long wait even to boot to Windows 8.1. I turned off Fast Boot (as in the HP picture) assuming that Fast Boot always boots direct (to be fast).


@Ztruker: Thank you for responding. Yes, I can get to the BIOS and see the two lists of Boot Order, UEFI and Legacy, but I am looking for an explanation of how it works because UEFI order does not seem to work as older (legacy) PCs did, in that having altered the order, I ESC to get the list at boot and it still only says boot to Windows Boot Manager, which then boots Windows 8.1.
Any clarity offered regarding what SHOULD happen will be welcome.

A UEFI system does not seem to hold the boot priority as the older systems did. If the device is not present for some reason during boot, it is dropped from the list and has to be reset.

I think it is best to set the Windows Boot Manager to first priority and leave it. If you need to boot to a CD/DVD, use the Boot Device menu.

Thank you Saltgrass. I found that when I went to the Boot Device menu it only showed Windows Boot manager under UEFI but had all other items under Legacy.
I also note that USB HD is listed under both in the UEFI BIOS list but no USB Memory stick, do you know if USB HD covers both?
Thank you

As far as I know, the items listed are only supposed to be devices capable of being set to boot. But I do not know why an external HDD would show as UEFI if it was not set up that way. I suppose I need to check mine to see how it shows up.

A DVD will show just under only Legacy if there is not media installed to allow a UEFI boot. The system is supposed to scan the devices early in the boot process and offer appropriate choices. That is why you can't throw a DVD in a DVD player and have it recognized as UEFI if you are already at the Boot Device Menu.

It may just take you some experience to get used to the UEFI. The fact you even know about it gives you an advantage over many other folks.

Thank you again Saltgrass. I hear what you say regarding getting used to UEFI.
My Boot Order in BIOS? (not 'Select Boot Device' menu) is...
UEFI Boot Sources
.USB Floppy CD
.USB HD
.Windows Boot Manager
.ATAPI CD/DVD

LEGACY Boot Sources
.USB Floppy/CD
.ATAPI CD/DVD
...Sata 2
.HDD
...Sata 0
.Network Controller (Atheros Boot Agent)

I concur that a device needs a bootable media. It has just occurred to me that perhaps the Boot Order is to do with priority should there be two media present together?

Select Boot Device under UEFI does indeed only show Windows Boot Manager unless a WinPE disk is present.
I suppose it will all turn out to be simple when understood.
I will have to attempt to make a WinPE boot USB flash drive and test.