I just unplugged a cable connecting into my gpu and then plugged it. I made sure that the psu was switched off
It says I need a recovery tool/installion media. Does that mean I need to download something onto a USB hard drive and then plug that into my pc?
It seems like there's a problem with your operating system. I'm not sure how that would have happened, since you don't have integrated graphics on that CPU and you're getting a display. For gaming I'm assuming you have Windows, probably Windows 10, but at any rate, if your OS says it's damaged, you need to repair it, and it's probably just the operating system. No matter what you do, find a way to backup your data. This is good to have in general, since operating systems sometimes encounter errors (similar to this one). Reseating or getting a new graphics card shouldn't be corrupting OS unless it was done when the system was on and/or the system wasn't shutdown properly (similar to a power outage). I've had Windows corrupted when my PC entered sleep mode.
Any kind of recovery messes with "installed" programs, even when you can usually fix the problem from a restore point or system image.
Otherwise, no matter how you got your PC, you should have the OS installation disk or flash drive. This is the kind of media tool it's requesting and it may be necessary in order to use some/all system recovery options. If you can't use system restore or system image recovery for whatever reason, Windows 10 has a feature (this is the last resort) where you can do a clean install on your drive without removing any personal data, only uninstalling programs (it gives you a .pdf list of them after reinstall). I've had to do this once, but be mindful there's also an option to remove all user data, so you'd have to make sure you don't use that one. I'd still recommend backing up, but it worked fine for me when I used it.