Power Edge R610 "No PXE-Capable device available"

I'm having to try to recover my password running Windows 2012-R2. No biggie install the Windows OS CD in DVD drive. Go and try and run the "Dell UEFI Boot Mngr" I  try and change the UEFI Boot Options Settings and doesn't let me.? What UP!  The only device that is shown is the hard drive. What am I not doing or is missing from this picture?

Thanks

Michael