boot the Pi from the ISO using the BIOS
Nope. There's not really anything that would be considered a BIOSnot really anything that would be considered a BIOS. You have exactly one choice for the boot device: the SD card.
You do not need to use the SD card for the root filesystem, but you'd still have to put some stuff on it (minimally a bootloader and an OS kernel). However, I recommend you first go the normal route and then think about that later.
The pi requires a special boot partition which dedicated pi distros include in their image file. This appears to be the case for Kali as well, and they have a documented process for using it. That refers to dd, which I do not think is available on windows. But since you are a student interested in hacking, security, and the pi, you should really set yourself up a linux box or VM anyway ;) You could also do this using a live CD. Mac OSX systems have dd too.
Make sure you get the correct image. Kali also has generic ARM images but those will not work on the pi, and pi A/B/+ only images won't work on the 2 (although the difference is just the kernel, so they can be made to work). Fortunately I notice on this Kali downloads page at the top of the "ARM IMAGES" section one specifically for the Raspberry Pi 2.