If you can't boot (IPL) from the CD-ROM and you are not using VM you need to create an IPL tape first. This is described in section 3.4.3 in the Linux for IBM eServer zSeries and S/390: Distributions Redbook. The files you need to write to the tape are (in this order): kernel.debian, parmfile.debian, initrd.debian and optionally a second initrd with the OCO modules. The first three files can be downloaded from the tape sub-directory, see Sección 4.2.3, “Where to Find Installation Files”,