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I don't know if you can change the boot order to look at the SD card first.
https://help.steampowered.com/en/faqs/view/6121-ECCD-D643-BAA8
Install the APU drivers via the setup.exe
When prompted to reboot it should have the option to reboot later. Then you can shutdown and then boot by pressing and holding Vol - and then pressing the power button to boot to the boot manager. Then select your Windows installation to finish booting to that which should complete the APU driver installation
Then for the audio drivers you need to install the cs35l41.inf first and then install the NAU88L21.inf after that.
If your on Windows 10 you should just be able to right click and select Install.
If you on Windows 11 you will need to right click, select Show More Options, and then select Install.
EDIT:
Also to note, the method you're trying to install Windows is not currently supported, as noted on the same Steam Deck - Windows Resources page as above.
There are several videos on YouTube however where people go through the process of setting up "dual boot" in a few different options, including installing Windows on your microSD card like you've done. Some of those also go into "hacking" the boot loader in order to boot directly to Windows but that isn't needed if you use the Vol - and then power button to boot to the boot manager and then select which boot option you want to load.