Can I install macOS Sierra on my MacBook’s internal SSD using a USB enclosure and a VM, then boot it on the real Mac?

I recently found a 2011 MacBook Air in the trash and it seems to work fine. The only issue is that it shows the flashing folder icon on boot, and I can’t reinstall macOS Sierra from a USB installer because the Mac has a firmware lock.

Would it be possible to install macOS Sierra onto its SSD using a USB enclosure and a virtual machine on my Windows PC, and then boot from it normally on the physical Mac? If so, what would be the correct steps to do this?

Any help would be appreciated!