Did you flash it? Separately purchased modules come completely empty. Also, note that when you have a separate module and carrier board purchase which is not the NVIDIA developer’s kit, that you have to use the flash software from the manufacturer of the carrier board (the device tree will differ; sometimes that software comes as a patch to the NVIDIA software, or perhaps as their own complete flash setup…you have to check the support page for the manufacturer of that carrier board).
Note that Jetsons don’t have a BIOS. They have the equivalent in software. For the case of eMMC models, that’s mainly in eMMC partitions which do not exist until flashed. This also means Jetsons cannot self-flash, and instead you put them in recovery mode, which in turn temporarily turns the Jetson into a custom USB device. The flash software on the host PC is what understands that custom USB device and performs the flash. Note that you would be installing L4T, which is just Ubuntu plus NVIDIA drivers. The software which performs that flash is JetPack/SDK Manager. The current stable release is L4T R35.x (JetPack 5.x; the release versions of these are tied together).
If you are told by the carrier board manufacturer to use NVIDIA’s software, then you’d find it at either of these URLs, which lead to the same place, and also include documentation:
Orin does have a developer preview out which is not really production ready yet, and that is via L4T R36.x/JetPack 6.x. Most likely the carrier board manufacturer will lead you to L4T R35.x/Jetpack 5.x software, possibly as a patch to the NVIDIA software, or perhaps their own full package (I want to emphasize that third party carrier boards change what you use).