A computer has a thing called the BIOS built into its ROM. One of the jobs this has is to boot the machine–it can do this from the built-in hard drive, or a DVD-ROM, or USB key. Once it’s booted from one of those sources it turns over control to whatever code it just loaded and stays mostly out of the way.
So, the OS installer just has to be set up as something the BIOS can boot from and it will then run quite happily.
Once upon a time, in the early days of PCs when you might not even have a disc drive attached, the computer would boot into a ROM-resident version of the BASIC programming language if it didn’t find any other boot source, but they removed that a long time ago.
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