USB UEFI Boot settings for Slax or Rufus OS

I’ve got an Alienware Aurora R11 that I suspect may have a virus on it that my AV software is not detecting. I downloaded the Sophos AV USB scanning tool but when I tried to setup my USB drive in the BIOS, it not only wanted me to select the USB drive but then select the file to boot from on the USB drive. After looking around on the Web, it appears that the UEFI BIOS is looking for *.efi file like bootx64.efi or something that is not present on the USB drive. I’ve also tried the Kaspersky Rescue CD which uses Rufus for the boot USB creation and it doesn’t have any *.efi files I can designate as the boot media file in the BIOS. Does anyone know how to solve this issue?

Thanks,

Kelly