When you have insert SSD in you Mac, you have to insert external media containing OSX (Ex. USB stick) and start up your Mac while holding down the "ALT" key.
Start from this support, and wait for it to appear on the screen the main screen, so as to choose the option: "Utility Disk".
Choose your SSD and click on "Initialize";
Assign a name to your SSD and make sure that under "Format" is selected: "Mac OS Extended (Journaled)".