Sometimes, when you are about to install macOS, you may see this:

You may see this message when you launched a macOS Installer as an app or as a bootable installer.
If you haven't erased your drive and you are just upgrading macOS, then you simply need to quit the installer by hitting Cmd+Q, then click on  > Startup Disk and select the HD with your macOS main system.

If you have erased your drive, there're two ways to bring our Mac back on track.

If you have a second Mac on your hands

If you have a second Mac which has OS X 10.9 or later, you can create a bootable installer (read here).
After that, you need to install macOS by holding the Alt key on startup on your Mac which is stuck, select the bootable installer and proceed with the installation. If you want, you can erase your hard disk.

If you don't have a second Mac

In case the Mac which is stuck is the only mac computer you have, Internet Recovery is right here to help you!

For this process, you'll need a good internet connection (Ethernet can be used), a WiFi password and your patience.

Now, restart your Mac and hold Shift+Alt+Cmd+R - this will load Internet Recovery.

Right after you see the menu with 4 options, perform a clean macOS/OS X/Mac OS X reinstallation.

After you installed the OS, download the installer you need (go here) and perform a simple macOS installation