Processors

[nitrex]

This is my setup:
AZZA Onyx 260
AMD Ryzen 5 3600 (6x 3.6GHz / 4.2GHz Turbo)
Standard AMD/INTEL Box Cooler
MSI B450M PRO-VDH MAX
16GB (2x8GB) DDR4 GSkill 3000MHz AEGIS
256GB Patriot P300 M.2 PCIe 3.0 x2 NVME (L:1700MB/s ; S:1100MB/s)
1000GB SATA 6GB/s 7200rpm
8GB MSI RTX2060Super GAMING X
500W Seasonic CORE-GC

In my opinion, everything is connected fine. I want to install windows now but don't get any screen on my monitor.
You can see the attached pictures.

Thank you in advance.

[elstaci]

According to Reddit in a thread the MSI EZ Debug BOOT LED means:

"The boot device is the storage drive with your OS on it - the one your system boots from. If you don't have an OS installed, there's no boot device."

So once you install Windows on your SSD or HDD the BOOT LED should turn off.

But your problem is you don't have any video at all so you need to make sure your GPU is properly install and connected. 

Plus how do you have your Monitor cable connected to the GPU card?

I don't see any Video cables connected to your GPU card with power on?