The HP t5145/t5540/t5545/t5630/t5630w has a standard Phoenix AwardBIOS - hit F10 on power-up to get into the BIOS setup screen.
The first/second/third Boot Devices can be set to:
With the USB option set it booted Linux distributions from a Pen Drive without any problems.
You can find a document on the HP website giving some details on the BIOS settings. Google for:
HP t5630 / t5630w / t5545 / t5145 / t5540 Thin Clients - BIOS Settings, (F10) Utility
For BIOS version(s) see the BIOS versions page.
This depends on the model.
|t5540||Windows CE 6.0|
|t5630||Windows XPe SP2|