Well, I guess it shows that it's the first PC I've ever built. I did not know that you need to install any drivers. I will go ahead and do just that! Thanks everyone for your assistance!

While you are here, should I download literally all of the drivers available on MSI's site, or just those that I absolutely need and not mess with it any further?

The mobo in question is MSI PRO B660M-A WIFI DDR4. I plugged in both antennas (Why are there two?) and I checked the manual several times and I can't see anything regarding it. I checked their FAQ and the only thing I found was about a different mobo: https://www.msi.com/faq/faq-7581

I tried to do the equivalent thing in my bios: "Advanced Mode -> settings -> Advanced -> Integrated Peripherals -> Onboard CNVi Module control" (Seen here: 1 2 3 4) and changed it from Disabled to Auto Detection. But this didn't help, and when I turned the PC on I still only had the Ethernet option in Windows.

Does anyone have any idea what am I missing here?