Boot device not found issue

Recently I was facing an issue with my Alienware that I bought in 2013 with message showing up on start up "No Boot Device Found. Press any key to reboot the machine" Did power reset as mentioned on the forum and it worked for a while.

One day, even after doing the power reset it was not working. Did a diagnostics and hard drive was not getting detected.

Bought a new one through Dell and since it was not installed with OS, decided to boot from CD drive in order to install the OS from the disk that I got as part of this alienware.

Went into bios and made to boot from cd drive(Ensured CD drive is set as primary) as OS is not installed. Inserted the windows disk that came along with my laptop and when I switch on the laptop I am taken to below screen

Intel UNDI, PXE 2.0(build 083)

Copyright (C) 1997-2000 Intel Corporation

For Bigfoot PCIE Ethernet Controller V2.1.1.1(02.09.12)

Check cable connection!

PXE-M0F : Exiting Intel PXE ROM.

No Boot Device Found. Press any key to reboot the machine.