RatOS not interacting with Pi

So this is my first time trying to use a Pi (Pi 3b). I have followed the steps at the beginning of the install guide and used balena etcher to write the rpi32.img.xz file to a new 32gb thumb drive (the Pi doesnt have a direct SD card port as far as I can tell). That seems to work fine, balena says it was success ful, but my computer (windows 10) starts trying to get me to reformat the drive the second balena finished. I took the drive out of my PC without reformatting (seems like that would undo Balena's work?) and put in into my Pi, and then plugged the Pi into power and the red light comes on. Thats all. I cant find a "RatOS" local hotspot nor will my laptop recognize an ethernet connection to the Pi. I have retried it a few times and given it well in excess of 30 mins to post the hotspot. Not sure what to do from this point.

The Pi is only connected to the thumb drive, power, and I plugged the ethernet in to check it.
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