It depends.
In general, you can do hdd and cd-rom.
For Windows installation, you have to boot with Windows CD, so you have to do it in the order of cd-rom and hdd.
Since you need to set the boot order in CMOS, I think you're trying to install a new window.
In that case, it depends on how you have the window.
If you have a window as a CD, the CD/dvd will be the first one
If you have it in the usb storage device, you can boot it with usb first.
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