I assume you’re getting that message printed by the BIOS itself, so there is no point in attempting to install any Windows drivers from anywhere, as the system is not even booting.
The problem seems to be that the EM7355 isn’t listed in the Lenovo P50 whitelist of WWAN modules.
See, manufacturers don’t want you to install any kind of WWAN module in the laptops, they have a device whitelist that says which WWAN modules you can install, and the whitelist is hardcoded in the BIOS so you cannot change that. There are tricks out there to workaround that, but I don’t think any of them is truly reliable.
You should try to find which are the devices whitelisted for the P50 and see if any of the whitelisted ones fit your needs; I don’t think you’ll be able to use the EM7355 