I told you that i was mistaken in my last post... Setup.exe needs to be running for shift f10 to work and you don't get that far .
you looked up windows shortcuts... you are not in windows yet... the stage of setup after the first reboot and before the second reboot is called the PE stage of setup or WinPE, Windows Preinstallation Environment (WinPE). So since you are not in windows a whole different set of rules and shortcuts exists. (It is because you are not in windows after all)
How to set the CD to boot first is different for each machine/BIOS you will have to investigate either the manufacturer (Dell, HP, IBM) or the MotherBoard manufacturers site (GigaByte, Intel, MSI, DFI, Asus...) and read the documentation. Typically there is an advanced section where you can select "Boot Order". Can't be more specific than that without knowing which motherboard / BIOS you have.