Hello, the first thing would be to talk to the store that sold you the parts if you bought them all from the same store and if they informed you about this incompatibility.
If it is a physical store, it is easier to talk to them and for them to do the BIOS update in their workshop (which will have access to a compatible processor). If it is an online store, contact support and see what options they give you.
If all the parts were bought together, you can always claim that they do not work correctly and process a warranty, so that they either return your money or demonstrate that these parts work and solve the problem after the BIOS update.
If not, you always have the option to look for someone you know/friend who has a compatible processor that allows you to update the BIOS. Or check the cost of having this update done at a store that is not the one you bought the parts from.
UEFI
https://wiki.archlinux.org/index.php/Unified_Extensible_Firmware_Interface_(Español)