You load an OS from a removable storage device. Today it is USB most of the time in the past CD/DVD or floppy disk was common.
You do need some initial software on a computer that is the EFI/BIOS on PC. So you have code stored in the motherboard that was put there when they are made. The information is simply written to the chip by another computer. In the past, they were ofter chips on sockets so you could switch them out by hand.
But you can also make the chip that contains the code as ROM where the data it the output depends on the physical structure of the chip. So the code is put there in the manufacturing process of the chip and ultimately by a human that designed the chip. History the masked used was made by drawing by hand and then shrunk down with optical methods. Stuff like woven rope core memory has also been used in the past as well as holes in papers. So it go back to information human put there.
All CPUs are designed to initially read a specific memory address and execute the instruction there. So you build the surrounding hardware to send the correct instruction.
So a computer will contain the initial code from the manufacture or can be attached to it.
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