I do not want to dual boot. I want Windows gone forever.
We love it when people say that!
, and sorry to hear you're having trouble. A couple of things come to mind first from your post:
1. You are probably correct that Rufus did a good job of installing to your flash drive... but you can't be sure its good until you've booted on it. Since you are still failing at that step, it still is possible that the failure is with Rufus, or possibly that you did not get a good complete download of the Xubuntu .iso file. If you've booted with this flash drive on another computer, then it probably is okay. We like to recommend that people "verify the checksum" of the Linux download before burning to USB or DVD to help prevent problems like that.
2. The screen that needs a 4-digit passcode sounds like a situation that I've seen with the BIOS requiring this code so that you can disable Secure Boot. You probably do not need to disable Secure Boot if you are going to use any of the Ubuntu line. It's okay if you do disable too though. If it is something different than this, it may help if you can take a screen capture or a photo to show us exactly what this is.
Some more thoughts about Windows 10:
1. Do not do a full shutdown before trying to boot on your flash drive. Run Windows first, and do a "Restart" instead. This should stop Windows from going into hibernation.
2. During this restart... (have the Linux flash drive already plugged in) do not go into BIOS to change the boot order, but just try to hit the proper F-key that is needed to launch the built in boot menu. This could be F9, F10, or other F-key, or sometimes the ESC key. You should see the correct key on the screen with the company logo usually.
If you still don't get it going easily, let us know what brand and model computer you're using... desktop or laptop, how much RAM, etc. Sometimes Windows 10 makes it even harder to boot on external media like a flash drive. If yours seems to be like that, then there is a series of steps you can take inside Windows that will then let your computer boot on the USB. More on that later, if needed.
If you want to "verify the checksum" of your .iso file (if you still have it)... you can search on our forums here and find several threads with some explicit instructions for that. I've got to run for now or I'd find those links for you. I'll be back in awhile, but only briefly. So others may also join in with some advice for you.