The BIOS does not have the software code required to understand file systems (like NTFS, FAT32, or exFAT). It sees the hard drive as a block of raw storage, not as a filing cabinet with folders and files. To format a drive, you need an Operating System (OS) that can write a new file system structure onto that raw block. Since the BIOS precedes the OS, it lacks the tools to do the job.
Before using external media, check if your BIOS/UEFI has built-in disk utilities. can you format a hard drive from bios