...set BIOS to USB boot, and no O.S detected
The USB has to be prepared as bootable before the PC can boot to it. See link containing details on how to do that below.
How can I execute my compiled C program (with VGA codes for example) by USB at computer power up?
Your post leaves out which OS you are running, and the approach will depend on that. See comments below.
(If more information is needed, you must provide more details in your post, or ask questions in comments under this answer, and I, or others will respond...)
Windows (two separate ideas)
For any recent Windows OS, you can simply place the exe you want to start upon boot up into the startup directory. For example in Windows 7, read this
Also for Windows, there is a discussion here on how to automatically launch an application in USB via autorun.
Linux
First step: Create a bootable USB drive... Or different instructions here
Second step: Modify the autofs file on your PC so that it will use the external drive. automatically mount USB external drive with autofs
Third step: This link explains in detail how to run your file upon boot up. Basically a script is added to the /etc/init.d/
directory to run an executable upon boot. (Note that this change needs to be in the OS contained on the USB bootable drive.)