"New" PC - First Time Booting Up: Nothing Useful Showing in Boot Menu

I recently got a used Lenovo ThinkStation P720 (Only Specs I have available from what I know) from my work. They told me all they did was remove the hard drive and therefore I would need a new one and to get an OS installed. I went ahead and bought an M.2 SSD and made a bootable flashdrive (USB 2.0) with Ubuntu on it.

I watched a handful of videos(Tutorial 1, Tutorial 2, Tutorial 3), followed their tutorials for how to boot the PC up for the first time, and none were working.

After following all the steps I could to set the BIOS up, every time I got to the boot menu, nothing would show up except for a couple PXE network options (Not included in screenshot... I removed them from the boot sequence). Both the SSD and USB would not show up... the computer recognizes the SSD is plugged in and USB is enabled for use so I am unsure why I can't see them as options.. I made sure everything available (except PXE Networks) was included in the primary boot sequence but still no luck.

Since then I ditched Ubuntu and am now trying to boot windows since it seems easier (Tutorial I followed). Of course this didn't work and I was getting an error as the Computer was not able to boot from anything. That being said, I am back to screwing with the BIOS settings.

I have looked at many forums where people had the same issues, so there are a couple BIOS settings I have already confirmed do not solve my issue:

Things to note:

  • I have removed the PXE Networks from the boot sequence because I was tired of seeing them and it doesn't change the result of my issue so if you're wondering why the screenshots of my boot menu doesn't at least show those - that is why

  • I cannot disable CSM and change boot mode to Legacy - I have seen in forums people suggest this fix but with my PC it is Greyed out and it seems I cannot change it. Anyone know why??

  • I'm unsure if the Bootable USB is even currently in the boot sequence... all I see is "USB HHDS", "USB FDDS", "USB KEYS", "USB CDROMS". To me none of those mean USB flashdrive but I don't know what else to do. Even if something is screwed up with the flashdrive not there I figured the SSD should at least show up in boot menu even though there is nothing on it currently...

Any ideas on why the PXE Networks are the only bootable options?

Thanks in advance.