I have an HP Workstation Z820. I would like to install Ubuntu 11.04 on it, but I cannot boot the live CD. There is an SSD and HHD on the machine, but no operating systems are installed on it. System has UEFI architecture, and on the BIOS, CD/DVD drive appears under both UEFI Boot Sources and Legacy Boot Sources.
According to HP's Web site, this computer ships with Windows 8. Therefore, it almost certainly ships with Secure Boot active. Ubuntu 11.04 was released well before Ubuntu added Secure Boot support to its OS (with version 12.10), so to get Ubuntu 11.04's installer to boot, you'll need to disable Secure Boot. (Note that the procedures to do so vary greatly from one computer to another; the reference describes how to do it on one computer, but yours is almost certain to be different.)
Also, Ubuntu 11.04 is nearly two years old, and it has some very serious EFI-related bugs, such as this one. What's more, it's so old that it likely lacks drivers necessary for a brand-new computer. Therefore, I strongly recommend against installing Ubuntu 11.04 on your system. Instead, you should try 12.10, or at the very least 12.04LTS if you want an LTS edition -- but given the fact that you're installing on such a new computer, 12.10 is likely to be a better choice.