Matching memory to processor speed?

In selecting parts for a new desktop system, please educate me a little on how I should select/match memory and processor speeds for optimum performance.

The board is an MSI Z390-A Pro and specifications in the manual state it supports the following memory:
DDR4 4400(OC)/ 4300(OC)/ 4266(OC)/ 4200(OC)/ 4133(OC)/ 4000(OC)/ 3866(OC)/ 3733(OC)/ 3600(OC)/ 3466(OC)/ 3400(OC)/ 3333(OC)/ 3300(OC)/ 3200(OC)/ 3000(OC)/ 2800(OC)/ 2666/ 2400/ 2133 MHz

Just in case it matters, I have never overclocked and don't expect I ever will.

The processor I selected is Core i7-9700K 3.6 GHz Eight-Core LGA 1151

What is the best way to select memory speed?

Does it make more sense to select memory speed at or above the processor speed?

 

https://ark.intel.com/content/www/u...-9700-processor-12m-cache-up-to-4-70-ghz.html
DDR4 2666MHz is shown in above Intel specs.
In the MSI Manual OC follows all the higher numbers which would suggest for Over clocking?