Installation is super confusing

I should preface this with that I am an extreme linux newbie

I recently installed Linux Ubuntu 16.04 LTS

I have been trying to follow the instructions for installing LinuxCNC.
I have the ISO wheezy loaded on an external USB stick.
As I understand it, I should reboot the machine and go into the bootloader section to boot from that USB, however the USB drive is not showing up as a bootable device.
This is the same usb that I previously used to install ubuntu in the first place.
Any advice would be great thanks

The LinuxCNC ISO is a complete Linux (Debian Wheezy) installation so you
do not need to install another Linux version first. To install the LinuxCNC ISO
you boot from the USB stick (not hard drive) and follow the instructions

If you cannot boot from the LinuxCNC USB drive, that's often because of a USB image creation issue
or sometimes a UEFI BIOS issue if you have a newer PC

I have had problems creating bootable USB's and after researching, this is not uncommon. Assuming you still have a Windows box, download the free Windows program win32diskimager and use it to create your bootable USB.

You need to rename the .ISO file to .IMG
This works every time for me on any hardware I've tried.

Unfortunately, when I was installing Linux, I wiped the windows partition.
Can I install LinuxCNC as program into an existing Ubuntu system? Like installing a program in windows?

Yes you can, but you will need to install a real time kernel if you want to run a real machine.
Its generally much easier to just boot/ install the LinuxCNC ISO which contains both
a real time Linux version and LinuxCNC

Here's a thread/howto about installing a real time kernel and LinuxCNC with Mint18 (ubuntu 16.04 would be very similar)

forum.linuxcnc.org/9-installing-linuxcnc...r-deb?start=40#88289