BIOS, UEFI, MBR and GPT are all supported by FreeBSD. A few combinations might not work in all cases.
Some (again, very few, based on feedback here and in the mailing lists I read) machines have odd (bad, broken, non-compliant) UEFI implementation that doesn't boot FreeBSD properly.
By far, the most common reason for not booting FreeBSD is a machine with old, not updated BIOS or UEFI. Is the firmware on you machine updated to the latest version available from the vendor?
Also, more detail is needed. Like details of your hardware, how are you making the usb stick, which images are you putting on it, and so on. And - what happens? Do you get output on the screen at all when you try to boot? If so, a picture of the screen (many people have cell phones with built in camera today, taking a picture only takes a moment) might help.