Just downloaded Ubuntu (.iso file) and put it on a USB to install it on another computer. I am following the documentation provided here: https://tutorials.ubuntu.com/tutorial/tutorial-install-ubuntu-desktop#3
But when I get to the boot screen and select USB, it says "No USB bootable device found."
However, the USB is inserted and the .iso file is on it too. What am I doing wrong?
Copying the ISO file onto the USB drive won't do anything. You need to write the ISO to the drive, using a program like Rufus. See the instructions on Ubuntu.com: Create a bootable USB stick on Windows
You can boot an ISO file located on a USB by loop mounting it with grub2, How do I boot an ISO file from my drive using grub2 on UEFI machines?.
It is probably easier to use a tool like UNetbootin, (Linux or Windows), https://unetbootin.github.io/ or mkusb, (Linux), https://help.ubuntu.com/community/mkusb, to create a Live installer USB.
Either will create a bootable USB that will work with BIOS or UEFI.