MSI Z270 M5 won't detect my Sapphire Notro+ rx 480 cards

I bought MSI Z270 M5 motherboard, but it won't detect my Sapphire Nitro+ rx 480 cards. Is there any setting that needs to be done in MSI motherboard ? Even when I try to install Sapphire Nitro drivers from the CD, it just installs AMD Installer, nothing else.
I see a option in BIOS "Windows 8.1/10 WHQL enabled/disabled". I enable it, but when I reboot, it comes back to BIOS. It doesn't boots into Windows 10.
Not sure where I am doing wrong ?