Missing Operating System
An option would be to purchase the Mac OS X Snow Leopard for $20 USD. Once you have installed Snow Leopard and upgraded to 10.6.8, then you can download and install El Capitan.

BTW, the icon labeled Windows indicates the Mac Startup Manager is detected the installation of a legacy BIOS booting operating on your Mac. This does not mean the operating system was Windows. 

According to everyman.com a 2009 MacBook was shipped with OS X 10.5.6, OS X 10.5.7 or OS X 10.6.1 preinstalled. You did not provide enough information to determine which 2009 MacBook model your have. Apple does not provide enough information to determine which version of Snow Leopard you would be buying. One can assume this would be OS X 10.6.x, but what x is I do not know. You would have to ask to Apple. I assume you are buying a DVD and that your DVD drive works. The idea was to install Snow Leopard from the DVD, then download and install the Mac OS X 10.6.8 Update Combo v1.1. Next, you can download and install El Capitan from the Apps Store. This would avoid using a USB port.

To get the Mac to recognize the DVD, you would need to hold down the option key at startup until the Startup Manager appears. Select the DVD icon to boot from the Snow Leopard DVD.