Installed Win 10 on a new SSD,the only boot option is UEFI

[cupcake.lusi]

So my dad bought a new SSD M2 PCIe 240GB
We decided to install Windows 10 on that drive

We unplugged every other hard drive and then it said that Windows can't be installed on that drive we have to change some options in BIOS... I don't know what we did exactly but the next day it worked, we installed Windows on the new drive and whenever we start the computer it automatically starts BIOS and the only boot option is UEFI: Built in.. something, I assume that's why it always starts the BIOS.

It's on AHCI, all PCIe things are enabled, fast boot is disabled.
I can't update to latest BIOS, it says No Image or file is found.
The motherboard is Fatal1ty Z97 Killer.

I don't know what to do.

 

[stdragon]

Go into the BIOS and set your boot order

 

[rgd1101]

exact model of this m.2 pcie 240GB?
You do know the motherboard m.2 only support gen 2 x2.

 

[cupcake.lusi]

Go into the BIOS and set your boot order

The only thing in the boot order is
UEFI: Built-in EFI
And when I press save changes and exit it goes in the BIOS again...