it is usually done with the OS on the floppy disk or drive connected via SCSI on the back. You can download the latest os (1.72), unzip the file, and put the contents on a floppy disk.. insert the disk and power on the mpc.
There was a proprietary expansion card available that is pretty rare to find that can be installed internally and the OS can be transferred to it from the floppy drive in the mpc.. while already powered on and booted... however that expansion is not exactly common to find or cheap to purchase.
Okay, let me clarify...or confess. I know that I, at least have a Boot EPROM that I just yanked out of my 2K Classic...and...I **** it up. bent the EPROM connectors all to hell. So, do I NEED the EPROM to boot the 2K Classic?
Thank you. Update: I repaired the bent pins on the EPROM, popped it back in and have the same problem that I had before – white blank screen when I power up the MPC. Same problem as this: https://www.youtube.com/watch?v=a9K9Gh6fiBs