Hi Paquito490,
Welcome to Sony Community!
You've mentioned that you were at BIOS boot menu but you didn't see the option to change the legacy thus you saw internal optical drive (this is the right option). Not all BIOS has that option, it depends on the operating system (OS).
This is one example, it's running Windows 8 OS
You said, << I already tried that but my laptop will boot to a screen that says "Operating System not found">>. This is because you've got a blank disc. Have you tried to reformat your laptop to its default setting via the hidden partition?
You may visit this link below to try the steps provided,
https://us.en.kb.sony.com/app/answers/detail/a_id/32099/kw/factory%20reset%20using%20f10/related/1
Your laptop can be upgraded to Windows 7 operating system (just to let you know). Just in case you have an installer, below is the link for further details.
I hope this helps.
Regards,
Jen