Trying to boot a macOS installer from a USB SSD or USB HDD is a shot in the dark, it's possible, but it's not easy to find one that works. Some WD HDDs do not work as a bootable drive for a Mac, like the very common WD MyStudio.
Get a 8GB or 16GB USB key to make a createinstallmedia USB installer, USBv2.0 preferred, if you do not have a MacPro5,1 compatible bootable device you will never get any OS installed to it.
Btw, which keyboard you bought? Apple Magic Keyboards have to be paired via BT previously to work with pre-boot configuration even when connecting it to the Mac Pro via a Lightning cable, sounds stupid but it's real and a hassle. You need a USB keyboard.