> press esc for set-up menu.
That "ESC" key usually is in the top-left corner of your keyboard.
However, I am guessing that you got an error-message on your screen, something like "no boot device", at the same time that the "press ESC" message is at the bottom-right of your screen. Because Windows could not be loaded from the disk-drive, your computer is asking you to connect some other media that does contain a "bootable" system.
It is possible that the disk-drive inside your computer either is logically "corrupted" (like clipping the table-of-contents pages out of one book, and pasting those pages into a completely-different book -- nothing is where it should be) or the disk-drive has a physical problem (not getting power, and not transmitting data to your computer's motherboard, or the electronics on the daughter-board on the bottom of the disk-drive are "fried" -- not functioning).
Find a computerphile friend, who can look at your screen, or take your computer to a certified computer technician, and pay for trouble-shooting, because I am sensing that you do not have the skills to fix your computer (I do not have the skills to fix my automobile, but I do use it. Each of us has different skills.)