Hi,
Unfortunately, you cannot download a new hard drive onto your MacBook Air. A hard drive is a physical component of your computer that stores data. You need to have a working hard drive installed in your MacBook Air or connected to it via an external USB port in order to use it.
It sounds like you may have accidentally erased your hard drive while trying to reset your MacBook Air to factory settings. This means that you have lost all the data and the operating system that were on your hard drive. To fix this, you will need to reinstall macOS on your hard drive using a recovery method.
There are different ways to reinstall macOS on your MacBook Air, depending on the situation. One possible option is to use Internet Recovery Mode. This allows you to download and install macOS from Apple’s servers without needing a bootable installer or a backup. To use Internet Recovery Mode, you will need to have a reliable internet connection and a power source.
To enter Internet Recovery Mode, you will need to restart your MacBook Air and hold down the Option-Command-Rkeys until you see a spinning globe and a message saying “Starting Internet Recovery”. Then, you will need to select a Wi-Fi network and enter your password if needed. After that, you will see a window with the option to reinstall macOS. Select that option and follow the on-screen instructions to complete the installation.
For more details on how to use Internet Recovery Mode, you can check this article1. Alternatively, you can also use a bootable installer or a Time Machine backup to reinstall macOS, if you have them. You can find more information on these methods here2 and here3.
Referring to,
1: How to Install macOS on a New Hard Drive for Your Mac - AppleToolBox 2: How to create a bootable installer for macOS - Apple Support 3: How to use Time Machine to back up or restore your Mac - Apple Support