Is there a way to boot from usb through grub menu?

I am using dual boot Ubuntu 16.04 and Windows 10. There is a problem which I cannot boot to my normal Windows, and am trying to recover it via USB stick. However, even if I change the boot order, the grub menu still displaying and I have no option to boot from USB.

Yes there is a way. First make sure you have secure boot disabled from the firmware settings. (The menu that opens when you press f2 during boot)
Then follow the following steps:

• Press c when in grub menu to open command line
• press ls to list all partitions in all hard drives

my output was as follows:

grub>ls 
(hd0) (hd0,gpt1) (hd1) (hd1,gpt8) (hd1,gpt7) (hd1,gpt6) (hd1,gpt5) (hd1,gpt4) (hd1,gpt3) (hd1,gpt2) (hd1,gpt1)

This clearly shows that my usb drive is hd0.

• type ls (hd0,gpt1) to confirm:

Output is as follows:

grub>ls (hd0,gpt1) 
Partition hd0,gpt1: Filesystem type fat - Label `CES_X64FREV`, UUID 4099-DBD9 Partition start-512 Sectors...

Inplace of (hd0,gpt1) type the address of first partition of usb disk e.g: (hd1,gpt1) or (hd2,gpt1). According to output of ls command.

We need the UUID shown in the above line

• Note the UUID of you usb drive.

• Type the following commands one by one.

  insmod part_gpt
  insmod fat
  insmod search_fs_uuid
  insmod chain
  search --fs-uuid --set=root 409-DBD9
  

In place of 4099-DBD9, write UUID which you noted down earlier.

• Now we select the efi file to boot from. Type the following:

  chainloader /efi/boot/bootx64.efi
  

• Finally type boot

That's it, That should boot the usb drive.