Describe exactly how you proceed. For instance: do you switch on from rear power button?
You should see, first of all, a message some seconds after powering it on saying something like "Press power to flash" (I can't be sure of your Uno 4K but I don't think should be different from my two VU+).
When you read this, immediately press the "soft" power button, the one on the front panel.
Now, if your USB stick is rightly formatted (FAT32) and compatible, you'll read other messages like "Create RootFS" or the like and, finally, "Flashing completed"...
If this happens, pull out the USB stick (but if you don't do VU+ will boot normaly as well) and, after loading GUI, a setup wizard will start.