It's carbon steel, and it does NOT have a nonstick coating.
Those are really the only two criteria for a decent wok.
But "more durable?" A regular wok will last several human lifetimes if it's properly used and cared for. So that sounds more like marketing than anything truly useful.
Good luck! If you have trouble getting it to boot from usb, try not to get too discouraged. It sometimes takes a couple tries with some of these little PCs.
Also, 2 things:
don't trash the old USB drive yet. Try using gparted or some other utility to departition and repartition it. Sometimes, those things can get corrupted but not actually ruined.
you probably already figured this out, but don't use the same USB port for the next try. If the drive WAS killed, it's possible that the port is physically damaged.
The biggest mistake one can make with Linux?
Using windows instead.