Problem installing Debian on Dell XPS 13 9360 laptop

[Bernard McNeill <bmqawsed4@gmail.com>]

This machine does not have either CD or DVD drive. Does have internal SSD.
This machine normally runs Windows-10.
Objective is to have Debian on external HDD (Toshiba), connected to 
laptop via USB3.

Events:
Under Windows, downloaded iso to SSD.
Win32diskimage from SSD to HDD.
Restarted, F12, picked out HDD from bootlist, booted, got into Debian 
installer.
Does a few steps (language etc).
Gets stuck at 'No common CD-ROM drive was detected'.

Ideas?

Best regards