[SOLVED] Flashing Folder. Keyboard not working

[PoorGuyDyingInside8CSendHelp]

Thanks in advance for anyone trying to help

I have a Mac (http://www.everymac.com/systems/apple/imac/specs/imac-core-2-duo-3.06-21-inch-aluminum-late-2009-specs.html), i am not the first owner doe, all i know is that there was a apple logo and a little wheel rolling under it, so i thought, must be HDD problems, so i threw that away, and installed a new HDD (with those 4 little pins on it).
Now i have a bootable pen (because i don't have the DVD to install it) that i did using TransMac.
So i turn on the iMac and all that appears is a flashing folder with a question mark on it.
Went on the internet, searched everywhere, far and wide, all they say is "oh press this key combination, easy peasy lemon kebab", the thing is, my keyboard behavior seems very strange, i have a wired mac keyboard, when i press Alt key(or option key i think) it shows the mouse cursor, but any other commands like cmd+r or alt+cmd+o+p don't work. Nothing works, and i see that Caps Lock only lights up when that folder with question mark appears.
I have heard there is a firmware password that might block the keyboard, but i need to press stuff to deactivate it

Basically, i am doomed, if you guys can help me, i would really thankful

By the way, going to an Apple Store is not an option.

Update: I have made a reset to the Pram (made 10 in sequence just because) by holding Alt+Cmd+P+R, IT DID RESET although, the other key combinations still don't work...

 

[BadAsAl]

Also do an SMC reset. Unplug power, hold power button for 5 to 10 seconds, plug back in and try again.
If you have a firmware lock it will show a lock icon, so this folder icon indicates that it is just unable to find a bootable device.
If you hold option on the keyboard immediately after it chimes during boot and keep holding it, do you get anything different? It should show the hard drive (Macintosh HD typically) and any other devices like USB drives that are attached.

Did you really throw away the old drive? If you still have it you could put it in a USB enclosure and plug it in, hold Option during boot (if that works) and then boot from the old drive. If it boots then that indicates that the connection to the logic board is likely the issue and could be a cheap and easy fix.