It's actually searching for the dvd drive in first because the company who made the laptop wanted to make sure the dvd drive always stay there .... try to figure out how to get in your bios and change the boot priority to : 1-hard drive 2-dvd drive (if theres a thirs one put anything)
i think they will not ask again ... if they do just boot directly on the dvd drive as i said at first
If the laptop actually do not have a hard drive or it is dead, then you need to install a new hard drive. Then at that point you can install Windows. If you already have a Windows install disk, then just put the DVD into the DVD drive. If you do not have any Windows OS install disk, then you need to buy one. Lastly, if your laptop does not have a DVD drive, then you need to buy an external DVD drive so that you can install Windows.