Do I need to enabled UEFI before installing Windows 10? (Precision T5810)

Apologies if this is in the wrong place, but I couldn't see a section for Precision desktops, so posted here.

I got my PC about 18 months with Win7, and after about 6 months, cleaned the disk and installed Win10 from a USB (I have an MSDN subscription, and had a licence from that). All was working fine until recently, and I want to install again from scratch.

I just found a CD that I got with the PC, which is the Win10 installation CD (which I had forgotten about when I installed from my USB). On the back is a big red sticker that says "Please ensure that the BIOS setting is set to UEFI mode prior to installing Windows 10. For more information please visit http://www.dell.com/support/article/uk/en/ukdhs1/SLN300634"

Now I never did that when I installed Win10 a year ago, and it all worked fine (until recently, but that was a different story).

I just tried enabling it, then booting from the Win10 CD, but the PC claimed that it couldn't find a bootable disk. I have cleaned my main disk, so the only bootable one is the CD.

If I set it back to Legacy, then I get a list of which order it should search for a bootable disk, which has the CD first, then USB, and finally the disk in the machine. If I boot up with the CD in like this, it boots from the CD. If I set it to EUFI, the list disappears, so I don't know how it knows where to search for the bootable device.

So, do I need to set it to UEFI? If I do, how do I boot from the CD?

Thanks