@HistoPol
Ubuntu is asking to enable sgx, which can be done as explained in the answers here https://askubuntu.com/questions/1406760/sgx-disabled-by-bios-in-ubuntu-22-04
Enter BIOS, go to security section, set the Intel software guard extension option to enabled -- from the top voted answer
The accepted answer explains a workaround. The catch being that watching 4K Blu-ray will be impossible.
@HistoPol
Unfortunate to see hurdles thrown in the way to install a Linux based OS by manufacturers, though not quite surprising.
If the desire to try remains in you, please reach out to the local Linux users group #lug and ask if one of the members could spare a couple of hours with you. Many old timers would be glad to help. Might even bring back their memories of install fests.
https://www.infofuge.com/hp-omen-17-ubuntu/ there is hope to succeed in installing #ubuntu. Since as you said earlier that this is your first time outside of Windows there may be some loss in translation.
@amunizp @Linux4Everyone @linux