You will need to boot into Internet Recovery Mode using Command + Option + R to access the online macOS installer. Theoretically it should access the macOS 11.x Big Sur installer, but some Macs may only boot to the online installer for the OS which originally shipped with the computer from the factory which for a 2014 would be macOS 10.9.
If your Internet connection is not up to the challenge, then you will need access to another compatible Mac from 2007 to 2020 so that you can create a bootable macOS USB installer using the instructions in this Apple article:
Create a bootable installer - Apple Support
Generally you need a Mac from:
- 2013 to 2020 to create a Big Sur installer
- 2012 to 2019 to create a Catalina installer
- Late-2009 to mid-2018 to create a High Sierra installer
- 2007 to 2015 to create an El Capitan installer
You can confirm which versions of macOS are compatible with various Apple hardware by using the information in the following article (the Mac can currently be running any version of macOS 10.6+):
https://eshop.macsales.com/guides/Mac_OS_X_Compatibility