Install SSD and Windows to Mac Pro 2012 I have what I believe is a Mac Pro from 2012. It has 2 CPUs, 12 GB of RAM a 5770 and no disks. I want to stick an SSD in it and install Windows. The Mac Pro does not currently have any disks and hence OS. 

So I stick a (Windows layout) keyboard in a USB port turn it on. I'm not quite sure how to navigate Mac on boot. I hit alt when I heard the chime, and it's meant to show me the boot devices. After I let go of alt , I see the mouse cursor appear, but I do not see my brand new SSD I installed... does it only pick up drives with certain formats? 

If I don't have access to another Mac device what can I do to get it to boot to a DVD or something containing Windows? How do I get it to detect a boot device (even if there is no OS on it)?
You have to install macOS first in order to run Bootcamp to install Windows.

Refer to this support document on how to boot into recovery mode and install macOS on your fresh drive.
In your case use CMD+ALT+R while booting to start the internet recovery.

Then you can follow this document on how to install Windows.