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
Copy the bios.img file to your Windows machine and burn it to your USB with the rufus utility.
Take the USB to your Lenovo and boot to the USB stick. You should be presented with a menu of choices.