Using Bootable Recovery Media, you can manage System Integrity Protection and perform operations that cannot be executed from OS X loaded from Macintosh HD partition. See this article for details.
In menu bar, go to Wizards – Create Bootable Recovery Media.
Select the disk device you wish to use and click on Create Bootable Media.
To confirm your decision, click on Erase.
Wait until the process is completed.
Congratulations, you have successfully created Recovery Media.
To boot from Recovery Media, Restart your Mac now. Then hold [Option/Alt] key during computer boot (before Apple logo appears). Using directional buttons, select HDM Recovery and hit Enter. See this article for details.