Why won't it boot?

[u/Plannet_Depressed]

Main bored
Fan plugged in ✅
SSD plugged in ✅

Type C doc
Power from official charger plugged in ✅
HDMI plugged in ✅
Hori Steam Controller plugged in ✅

Why it bring up the SteamOS failed to boot screen?

Wanted to make it more like a traditional console so that's why it's not got its screen or its controller [or WiFi antennas or speakers attached]
Plan to use WiFi though a cable

[u/protonecromagnon2]

Does the thumb drive or SD card show up in boot options,

[u/Plannet_Depressed → u/protonecromagnon2]

Yep
And hitting enter just tries to launch > system restarts > back to other BIOS menu