OK, I found the solution to this problem, quite complicated way ...
The basic problem was, that this particular Phoenix BIOS do have only 5 positions for boot options, the deafults are in this order
1: USB FDC:
4: USB Key:
5: LAN Boot:
The basic devices which were recognized were CD/DVD and HDD, quite normal.
But for slight misthinking, I didn't do the testing with an USB Key, so I didn't get it recognized, but with an USB HDD, which is not on the default list! And, note, the LAN Boot was disabled on the Advanced drop-down menu, which caused this device neither been recognized, and, this may have some meaning on the next step.
To get the USB HDD to the list, I first had to exclude one boot position typing x when being on that position,
and I choosed to exclude 5: LAN Boot.
After that I still had to do one more trick, to disable the Legacy USB on the Advanced drop-down menu, and after that rebooting, and, once again enabling back the Legacy USB, and once again rebooting.
After all this the USB HDD was recognized and booted correctly, and I also saw some small USB Keys recognized there on their own position, great!