I believe there is also a Startup Security Utility for M-series Macs as well, but it has slightly different options than the Intel equivalent. It would be located on the "Utilities" menu accessed from the menubar.
Change security settings on the startup disk of a Mac with Apple silicon - Apple Support
However, it won't help you here because as @MrHoffman has mentioned, there are currently no bootable Linux USB installers for an M-series Mac....there isn't even a method to install Linux on an external drive of an M-series Mac at this time. Any bare metal Linux installation on an M-series Mac at this time requires utilizing a shell script run while booted into macOS and the destination can only be to the internal SSD at this time.
Besides the Fedora Asahi Remix distribution, there is also an Ubuntu Asahi distribution....only the Fedora Remix is officially supported by the Asahi developers. Keep in mind Asahi Linux distributions are still a work in progress and will likely have a smaller pool of supported apps. Plus, the Linux kernel still does not fully support the M-series Macs....a lot of stuff works well, but there are gaps. I highly recommend you read the Asahi blogs & documentation carefully so you understand what you are getting into with a bare metal installation (that also applies anytime you are experimenting with another OS). The installation process requires the user to manually perform some steps exactly as instructed, or you may need to start completely over.
There is also no Linux uninstall option. If you don't know what you are doing to restore the macOS partitions (usually requires using the macOS command line), then you will need to go for the "easy" method of performing a DFU Firmware Restore to reset the internal SSD & push a clean copy of macOS back onto the internal SSD....it requires access to another Mac running macOS 15.x Sequoia at this time (sometime around Oct. 2025 when the next major version of macOS is released, then it will likely require that version of macOS to be used by the host Mac to perform the DFU Firmware Restore).
A better, safer option is to install an Arm version of Linux into a Virtual Machine. Or use another spare non-critical M-series Mac, or a non-USB-C Intel Mac, or any other standard Windows PC to learn & explore Linux.
Edit: And the most important thing to do first......make sure you have a good backup since you will more than likely need to perform a DFU Firmware Restore at some point to remove the Linux installation and restore all of the internal SSD to use by macOS.
Hopefully you already have frequent and regular backups since there are a lot more new ways to permanently lose access to the data stored on the internal SSD of the recent Macs due to all of the hardware, software, and security changes. There is very little hope of recovering any data from an M-series Mac if something goes wrong.