MacBook Air A1370 hard drive wiped by user

I have been asked to help reload MAC OS on a MacBook Air A1370. The user wants to pass it on to his son, but he wiped the hard drive.

I can use COMMAND + Power On to get to the screen with the picture of a hard drive and place to enter password for a WiFi. I can get connected to the WiFi, but then what. If I click on the arrow or the hard drive picture, it just goes to a screen with a crossed out circle. Intermittently it blinks.

Thanks for your help.