The BIOS is already installed on the motherboard. If you want to update the BIOS, you can do that before installing Windows (I'm not familiar with this specific motherboard, so I can't tell you how exactly to do that).
It sounds like you need to enter the BIOS (sometimes by pressing the Delete key when the logo screen comes up; check your motherboard manual or the logo screen itself) and select your boot device. At first, you want your first boot device to be the optical drive your Windows disc is in so that the computer will boot from the disc. Then, once you install Windows, you can change your boot device to be the hard drive you install Windows on. Again, check the manual for specifics on how to do this, as I'm not familiar with this particular board.