The ThreadRipper 2920X is a TR4 Socket Motherboard. According to CPU World it is a Zen+ Processor. It is considered to be a 2nd Generation processor: https://www.cpu-world.com/CPUs/Zen/AMD-Ryzen%20Threadripper%202920X.html
The Gigabyte Motherboard you ordered is the wrong socket for your Threadripper (TRX40). That motherboard is for the newest Threadrippers 3000 series processors only. You need to cancel the order and reorder a TR4 Motherboard: https://www.gigabyte.com/Motherboard/TRX40-AORUS-MASTER-rev-10/support#support-cpu
As you noticed from Gigabyte's Motherboard's CPU SUPPORT LIST your processor is not listed. It might not even fit in the socket.
Here are all the compatible TR4 Motherboards for your Threadripper 2920x Processor from PCPARTPICKER website: https://pcpartpicker.com/products/motherboard/?compatible_with=gnDJ7P
Here is a partial list of all compatible TR4 motherboard for your Processor Threadripper:
EDIT: From Wikipedia concerning Zen+ Processors:
Zen+ is the codename for a computer processor microarchitecture by AMD. It is the successor to the first gen Zen microarchitecture,[3] first released in April 2018,[4] powering the second generation of Ryzen processors, known as Ryzen 2000 for mainstream desktop systems, Threadripper 2000 for high-end desktop setups and Ryzen 3000G (instead of 2000G) for accelerated processing units (APUs).
