Lenovo provides an ISO for CD/DVD burning and an EXE for running the executable from within Windows. There is NO support for an ISO booting from a USB. Many modern laptops are ordered without a CD ROM and maybe an extra hard drive in it's place. Most people use USB sticks for the majority of their effort when the need for a local physical media storage device is needed. This guide will show you how to get an ISO from Lenovo and extract it to a USB stick and make that stick bootable.
There are a few ways to go about this. For me, the easiest was to use a CentOS 7 VM on a Windows box.
Download the CD ISO image to your Linux CentOS VM from the Lenovo site.
Download and install the geteltorito script from RPM.
wget https://driesrpms.eu/redhat/el7/en/x86_64/dries.all/RPMS/geteltorito-0.4-1.el7.rf.noarch.rpm yum install -y geteltorito
Convert the ISO to IMG (El Toroito)
geteltorito -o bios.img g4uj32us.iso
Create a Bootable USB
The Windows Way (tested)
Copy the bios.img file to your Windows machine and burn it to your USB with the rufus utility.
The Linux Way (untested)
dd if=bios.img of=/dev/sdX
Take the USB to your Lenovo and boot to the USB stick. You should be presented with a menu of choices.