Well now that you've put out more information about your own existing skill set that puts a different light on things.
If you know how to change boot order in BIOS doing so in the BIOS component of UEFI will not seem at all unfamiliar to you. In your screenshot the Windows Boot Manager is likely what you'll want to look at.
There's nothing wrong with exploring the various UEFI menus if you know how to exit without saving changes. If you've done that in a BIOS-based system it's not much different, if at all different, in a UEFI system. Take a look around.
I still know very little. I have, at times in the past, explored some menu, like Setup menu, but I never did try to change the boot priority order. I had, using Vista and XP machines, booted from startup into the boot device choosing menu in order to go to CD or DVD just for one session; and had a few times on those machines booted into Safe Mode. I had also tried a few live linux CD's through starting machine, interupting any start of Windows, going to F12 or tapping some F key, which I forgot, to get immediately the boot device menu, and picked CD/DVD, to run the linux live disks.
Only very recently I have taken the insight that you can reach certain menus or screens, not by repeated tapping as soon as the screen goes blank; but by pressing F2 or F12 key when the computer first shows the brand name on the screen.
I STILL KNOW ONLY VERY LITTLE, and so your warning was still important.