First, go here on a operational Linux device. It can be an x86_64 machine. Go to here:
and download the image.
Then using a USB to NVME Adaptor or other USB 3 to NVME adaptor. Use gnome-disk-utility (or other burner app) and burn the downloaded image to the NVME.
Then install the NVME onto your RPi 5, power up, and follow the instructions.
Depending on which NVME HAT your purchased, and how new your RPi 5 is, you may have to alter the EEPROM SPI on the RPi 5 mother board to enable NVME. Also, I haven’t done this in a while, the RPi 5 comes with NVME 1 enabled. You can also alter the EEPROM SPI to use NVME 3 for a faster bandwidth.
HTH
Pudge