New high-end computer... but now what?

Hey there, guys!

I recently purchased the parts for a new high-end computer, which are as follows:

• CPU: AMD Ryzen 9950X3D.
• RAM: Corsair Vengeance 64gb (2x32) RAM DDR5 6000 MT/s CL30.
• GPU: NVIDIA GeForce RTX 5090 (ROG Astral).
• MOBO: ASUS ROG Strix X870-E Gaming WiFi.
• COOLING: Corsair iCUE Link Titan 420 RX RGB AIO.
• PSU: Corsair RM1200x Shift ATX 3.1 (1200W).
• CASE: Corsair 7000D Airflow.
• SSD'S: Crucial T705 2tb for main and Samsung 990 Pro 4tb for second.
• HDD's: none so far, waiting to see if prices drop a bit on the IronWolf Pro.

I work with heavy datasets and these are the specs I thought were more than ideal.

Now, while the components slowly arrive I'm suddenly kind of unsettled. I've been reading this subreddit (and others similar to this one) for years, and these past months while looking for info regarding our new computer I've come across lots of recommendations on what to do once the computer is built.

1. For example, some people recommend connecting the MOBO to the Internet before adding any more components so the MOBO's drivers are updated before going on with the rest of the building process. What I don't know is if by then the CPU should be in already or not.
2. Other things have to do with Windows installation. In my previous builds (2017 and 2019) I used a USB drive with a copy (an image?) of my Windowsm taken from my previous computer, and then I used a license so that I could use it, but I've been reading more and more about an easier way through GitHub or something like that?
3. Also, I'm pretty up to date with the MOBO and CPU dramas, regarding high-end Ryzen CPU's, but it seems they aren't affecting this specific set I've chosen. And I also know about all the drama with the pins for the GPU, although I haven't seen many solutions for that other that trying to limit it or control it some other way. Any news regarding that? Maybe something to do with using a specific kind of cable.

As you can see, right now I'm suffering from information paralysis, so any kind of tip or help whatsoever is very welcomed.