How to Boot from NVMe SSD?

Dear all,

How to boot AGX Xavier that just came out from the box?
Is it need sdcard to boot?
When I put AGX Xavier with a HDMI screen, a keyboard and a mouse then power it up, it does not appear anything on the screen. Keyboard caps lock does not on/ off.

I have followed https://developer.download.nvidia.com/assets/embedded/secure/jetson/xavier/docs/jetson_agx_xavier_developer_kit_user_guide.pdf

How to Install JetPack
Installing JetPack to your developer kit requires these steps, which are detailed in the
sections below:
 Download JetPack installer to your Linux host computer.
 Connect your developer kit to the Linux host computer.
 Put your developer kit into Force Recovery Mode.
 Run JetPack installer to select and install desired components.
Download Installer to the Host Computer
You must have a Linux host computer to run JetPack installer and flash the developer
kit. Supported host operating systems are:
 Ubuntu Linux x64 Version 18.04 or 16.04
Download the latest JetPack installer to the Linux host from the JetPack page on the
Jetson Developer Site.
Note: The installer can flash and update software on a target Jetson device, but it
cannot not run directly on that device. Whether or not a Jetson device is
present, you can use JetPack installer to update software on the Linux host.
Connect Developer Kit to the Host Computer
 Use the included USB cable to connect the Linux host computer to the front USB
Type-C connector on the developer kit.
 Connect a display, keyboard, and mouse to your Jetson AGX Xavier Developer Kit
(see Physical Configuration Instructions, above).
 Connect the developer kit and Linux host computer to the same network.
 Connect the included AC adapter to the developer kit’s DC jack.
Put Developer Kit into Force Recovery Mode
The developer kit must be in Force USB Recovery Mode (RCM) so the installer can
transfer system software to the Jetson AGX Xavier module.
1. Connect the developer kit as described above. It should be powered off.
2. Press and hold down the Force Recovery button.
3. Press and hold down the Power button.
4. Release both buttons.
Run the Installer
JetPack installer includes a Component Manager, allowing you to choose what to install
on the Linux host computer and/or the Jetson Developer Kit.

I have run the SDK Manager on my ubuntu 18.04 host, at step 03, it gives:

Could not connect to the target. Verify that:
1. The device is connected to this host machine with a USB cable.
2. Ubuntu 'System configuration wizard' is completed on the device. (How do I make this one?)
3. Jetson's Ubuntu OS is up and running (I cannot boot the AGX Xavier).
When ready, click 'Flash' to continue.

I assume the above error message that I can boot the AGX Xavier and it ready to receive flash from SDM Manager?

Please help me. Thank you very much in advance.

Warmest regards,
Suryadi