That motherboard uses a small M.2 WiFi card that is installed underneath the I/O cover, here. Since it's not even showing up as a device in BIOS or Windows, I suspect it is a hardware issue of some kind such as a loose connection or faulty card. And since it would require taking off the I/O cover to physically troubleshoot it, I would recommend returning the motherboard for a different one or pursuing warranty support. Unless you are comfortable doing that kind of work yourself, then I would try removing the I/O cover and reseating the WiFi card and antennae (word of caution: you will likely void your warranty if you do this, especially if you cause any damage in the process).
edit: wording
