Using the OCLP menu you made the install USB disk, but if I am not mistaken, you didn't 1. build the OCLP EFI or 2. install OpenCore on the USB (or an internal disk). After you hit the Return to main menu, Hit the Settings button, make sure the Show Boot Picker choice is selected, and from the main menu use the Build and install OpenCore
menu choice, 1. hit the Build OpenCore button and then after that finishes, from the same window, 2. hit the Install Open Core choice. There you need to chose the USB you just made, and click on that disk in the window, but it doesn't have "that" name! You can usually tell which disk is the USB by the size, just under 16GB.
Once the OpenCore is installed to the USB, you should see a different set of disks when you hold down the option key at start up. I have had to shut down sometimes instead of restarting. Use the Tab button to select the EFI Boot (Open Core boot) and then if you are quick, you can get your mouse working and select the target disk, be it the Monterey installer or a disk with Monterey already installed. As someone taught me here, if you later install Open Core on your Monterey disk, you should not have that USB with OpenCore on it connected on boot up - only one Open Core installed per machine! The online docs are very good, but they do skip some steps, probably because those steps are obvious to the developers. As it is usually the first time for us beginners, nothing is obvious and we make wrong guesses at times. 😅