Do I need to set up the i9-11900k with an Asus B560 motherboard?

Needed.

Reboot your ASUS computer and press esc or f8 to enter BIOS setup and change the bios to Simplified Chinese.

Press → arrow key to move to Advanced Options, find pach storage settings to change the SATA mode hard disk mode from raid to ahci hard disk mode, so as to avoid the situation that the hard disk cannot be found in PE.

Press the → arrow key to move to the "Boot" option, select the Secure Boot menu, and then enter to change the Secure Boot mode to "Standard", and then change the operating system type to "Other OS".

Continue to change the boot option#1 option to normal boot, set the first boot item for the normal hard disk boot, if you use uefi + gpt should be selected with Windwos Boot Manager for UEFI boot partition, and then press F10 to save the settings;

Insert the USB flash drive startup disk, reboot, press the ESC to select the USB flash drive boot item. The USB flash drive is recognized as a bootable item, enter;