Then in all likelihood, that motherboard does not support the CPU "out of the box".
I don't believe that board specifically supports BIOS flashing without a compatible CPU, so your options are either:
1. Return the board and buy a Z390 board
2. Buy the cheapest compatible CPU (probably a $50 G4900) and perform the BIOS flash, then change CPUs.
https://pcpartpicker.com/product/y8448d/intel-celeron-g4900-31ghz-dual-core-processor-bx80684g4900
OR
3. Talk to a local store, see if they'll flash it for you, for a fee.
The CX600 is not great. Personally I'd look to replace that with something of better quality.