blank hdd grey screen eventually blibking question mark appears

recently bought a g5 and I do not know a single thing about Apple. Onto my problem, it had no hard drive upon purchase so I went ahead and bought one but now i need to find software for it. Is there any sites I can just download the software from? Everything I've read so far says to purchase it but honestly I prefer not to. In the past I've usually just installed and ran windows without validating with the product key, anything similar with apple? If not how do I go about installing windows to the desktop? I'm a PC user and have reinstalled just about every version of windows there is so I am some-what familiar with computers. Also how do I go about installing the software? I've read a number off previous articles on this page but the things I've read are not working for me, step-by-step instructions? Side note I have a windows keyboard