You don't "download" it. When the system boots up (usually from a power on or cold boot) you can press either F1, F8, F10 or del to get into the BIOS itself. There usually is somewhere in there that gives boot sequence orders. You have to set whatever you want to be the first boot device, the next and so on.

Did you not get a manual with your motherboard?

And this thread is being moved to Hardware.

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Intel provides a fair amount of information on their boards. Might want to visit them as well.