"I an currently trying to build my first custom PC. "
Are going to use XP a the operating system? If so
Enter the bios and select the first boot device to cdrom, F10 to save settings and exit. Insert the windows XP disk.
It will prompt you to press any key to start the installation. After it has asked for F8 to accept the agreement, it will ask you if you wish to format the drive. Pick either fat32 or NTFS, whatever is your preference and full format.