The icon is telling you that you need a disk to boot from.

https://www.gryphel.com/c/minivmac/start.html has some links.

Macintosh ROMs aren't OS, they're like BIOS images. The OS were supplied in forms of either CD for data + minimum OS on floppy, or a 40-ish box of floppies.

Apps on Macintosh were supplied as disk images often compressed in hqx formats. You'll need PC Exchange and StuffIt Expander - think of those as equivalents of a file extension renaming tool, and 7-zip.

Installation of apps was often accomplished by dragging and dropping the application icon from installer image to Applications folder, although some did came with Windows-like installer apps.

Unmounting disks and installer images was done by moving disk icons to Trash(recycle bin). It's the most intuitive and straightforward feature of classic MacOS, followed by "Shut down" menu being under "Special".

The Mac Plus didn’t have an internal hard drive. So you need to start the OS from a floppy.

My father used an external hard drive with his Mac Plus, back in the day.