You need to get into the BIOS settings - you do this before the machine attempts to boot (and so before you get the message). The normal boot procedure is as follows:
POST test (during this time you should see a message telling you how to get into the the CMOS setup for the BIOS - it varies according to the make and version of your BIOS, but it usually requires you to press F1, Del or a cobination of keys such as CTRL+S
Search for operating system boot loader. Generally the BIOS will first examine the Hard Drive for a loader first - obviously in your cas it won't find one. It will then proceed to search each of the other possible devices - e.g. CD drives, pen drives, floopy drive.
If it fails to find a boot loader then it will display a standard message - the fact that the message appears to refer to the floppy drive is just due to history.
You sy that you get the same message if there is a startup disk in the floppy drive. The possible reasons are:
Duff startup disk
Faulty or wrongly connected floppy drive or controller
Floppy drive disabled (either completely or just for boot purposes) in the BIOS.
If you have another bootable disk - try starting with that. If that fails, you need to get into the BIOS CMOS settings and see how it is set (using one of the key/key combinations above). These keys MUST be pressed right at the start of the process, before you ever get the message about a non system disk. Most BIOS require you to press DEL, and the best thing to do is switch the machine on, and immediately start tapping the DEL key until you see a message along the lines of "Entering Setup".