I got an answer from MSI Poland :
"If the BIOS has not been updated to the latest KabyLake processor support, then you need to do this by connecting an older generation processor (SkyLake 6 series processor)
Alternatively, you can advertise the product to the seller with the annotation "Request BIOS update for Kaby Lake processors"
So everything is clear, only the older CPU can upload the BIOS.
A small errata for today 02-02-2017:
Kaby Lake i5-7700k on my board started smoothly, without bios update. It turned out that there was a BIOS 1.6 uploaded there, which was published on the MSI website on October 18, 2016 and added support: "Supported next generation new Intel CPU." - the CD was also bought in October 2016. Writing to MSI I gave them the serial number of the CD - did they not know what they recorded bios themselves?
I have already uploaded a new bios 1.7 from 26-12-2016 which basically did not bring anything to the topic.
Maybe some of you bought such a disc after 18-10-2017 and can comment on what version had the factory BIOS?
I'm closing the topic