What to do if There is No Operating System Installed?

I just finished building my first PC and powered it on, but I’m stuck on a black screen stating no operating system installed. I have a USB boot drive ready, but the BIOS doesn't seem to recognize it as a primary boot priority. Has anyone else encountered this error on a new MSI motherboard, or is there a specific BIOS setting I need to toggle to get the installation process started?
 
If you see No Operating System Installed, it means your computer can’t find a system to start. First, check BIOS/UEFI settings to ensure your hard drive is detected and set as the primary boot device. Remove any external USB devices and restart. If the problem continues, try using a bootable USB to run Startup Repair or reinstall the operating system. In some cases, the hard drive may be damaged and need replacement or data recovery.
 
To correct this in an MSI motherboard, log into the BIOS (press Delete or F11 on booting) and make sure the USB Boot Support is turned on. When your drive is not showing, make sure to go to UEFI and switch to CSM/Legacy mode or insert the USB to one of the rear ports on the motherboard.
 
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