You have a hard drive? Are you booting to hard drive and getting the GRUB menu? What was on this hard drive previously? Was it a dual boot of a Windows (which one?) and a Linux version? You say there's a "windows setup" in a USB. What do you mean by that? Is it "Windows To Go"? Or is it an ISO file for a windows (which one?) which you imaged onto the USB flashdrive? (or is this a USB external hard drive?).
Kali linux is NOT for beginners, so I wonder why you are using it.
I get the feeling you had a dual boot system that fell apart on you, is that correct?
Are there files you wish to rescue?
I have only kali linux as my current OS and I can reach to grub menu before start up. My kernel is broken, I have kali files in usb but I dont know the command line to work it out. Also I have windows setup in another usb if there is a way to work that out its much better. What I have with kali is now just root@MSI and command lines.
Please help urgent my computer is stuck.