Folder with question mark showing

I have MacBook Air 13 from 2014, i tried factory resetting from disk utility, forgot what I erased already it had HD on the end of the name, following the steps on apple support. Tried to install a new MACOS that is the Catalina. It would not install. So I restarted the computer and now it’s showing a folder with a question mark in there. Did I just mess up?

i haven’t been able to use the laptop in a few months anyway so there’s no rush but I don’t want to just scrap it.