Sadly your model does not offer internet recovery so its reacting correctly!
Do you still have the original grey CD/DVD’s that came with the system? Do you have a FireWire external drive which is setup as a boot drive?
If not you’ll need to put back your HDD into your system as your series won’t boot under USB, but you can set it up via USB! You’ll need this adapter SATA to USB Adapter Cable so you can plug in your new SSD.
But we do have a problem! Your system requires a SATA II (3.0 Gb/s) drive!
The Crucial MX500 SSD is a fixed SATA III (6.0 Gb/s) it won’t work reliably in your system. You need either a fixed SATA II (3.0 Gb/s) drive like OWC Mercury Electra 3G SSD or one that auto senses the systems SATA I/O and matches it like a Samdsung 860 EVO SSD
Next we have an OS installer hiccup! Apple has expired the OS installers certificates so it won’t install on a system who’s clock date is set for todays year. Here’s more on that If you've got an old macOS install image, it will probably stop working today
You’ll need to get a fresh OS installer, your system can only go up to El Capitan How to upgrade to OS X El Capitan Jump down Step 4 and click on the Blue URL link: Download OS X El Capitan After downloading it double click on it to unpack it and double clicking on it again will launch it, but before you do that you’ll want to format your SSD with Disk Utility setting it up with a GUID partition and a journaled file system (HFS+)