I tried that. It didn't say windows it said 'EFI' but when I tried to run that it would display the menu in top left (however it was a lot smaller as shown in the pictures) and when I selected live boot, I would just get a black screen and nothing would happen.

My macbooks specs are -
Processor: 2.7 GHz Intel Core i5
Memory: 8 GB
Graphics: Intel Iris Graphics 6100

If you have any other ideas, please help me!