NEW Rig not Booting up ! Need Help !

So guys I finally built my first rig

So I connected everything except my second GPU I just connected only one Gpu as of now That's a 3070Ti

The first time it booted up and the screen said restart and please connect bootable device

I double checked all the connections

When I turn it on The Cpu fan spins , the GPU also lights up and the fans spin for like 5 seconds and then turns off , CPU and other things keep on

I havnt installed any OS on the SSD , but I do have a USB stick with windows image burned on it to install

So what to do to get it on ?