How to install El Capitan on a brand new (no any partitions) hard drive in my old MacBook Pro Mid 2009 13" if I have a working MacBook Air M1 computer?

I take it you downloaded the InstallMacOSX.dmg from here,

How to get old versions of macOS – Apple Support When you open the InstallMacOSX.dmg you will get the InstallMacOSX.pkg,

which in turn opens an installation window, this does not install El Capitan but creates the

Install OS X El Capitan.app in your Applications folder. Unfortunately this can only be done

on macs that can actually run El Capitan. Therefore macs that came with a newer OS than

El Capitan preinstalled will refuse to make the installer app.

When you click the button on the installation window to start the conversion the mac reads

a Distribution file which contains a list of macs that are allowed to do this, your M1 mac and other

macs from late 2016 onwards are not listed in the Distribution file resulting in the refusal to complete.

However there is a workaround if you are willing to try it out.

https://apple.stackexchange.com/questions/379603/how-do-i-create-el-capitan-installer-on-a-catalina-or-post-el-capitan-installe