Personally on a new build I use another PC, and 2-GB USB drive. Insure USB drive is empty, go to new motherboards product page, Driver & Tools, download the LAN driver onto the USB drive and set aside till after I install Windows on new build, you will be fine installing Windows with factory BIOS, running in default settings.
After installing Windows I put in LAN driver, and install all Windows updates than go back to motherboard product page and download latest BIOS onto empty USB drive, rename the BIOS file using BIOSRenamer, restart into BIOS and I use the USB drive option just scroll down files and click on the CAP file you installed on your USB and you should be good.
I have used the internet option a few times successfully but had issues several times, also I have used the Flash button on rear IO with USB in designated slot a few times successfully also but had issues several times,.. I never had any issues using USB option in BIOS when updating, so that is my go to method as it's simple & quick and so far 100% successful on dozens of new builds.