First, check that the power LED on the motherboard is on. For the ASUS H81M-E the power LED is located next to the last PCI Express x1 slot. Next, try plugging in a speaker to the motherboard header port - hopefully your computer case has a speaker built in (most don't now, but some still do). If you don't have one, you should probably get one to help figure this out.
Since your motherboard does not have a diagnostic LED display, it will only respond with beep codes to indicate what is wrong. Beep codes are only sent out through the motherboard header port - so any sound card or speakers plugged into the back panel won't work for this.
If you don't have one of those speakers, you can get one at NewEgg here:
http://www.newegg.com/Product/Product.aspx?Item=N82E16812201032
or Amazon here:
http://www.amazon.com/Apevia-APEVIA-Case-Speaker/dp/B00BBJDNCG/
Interestingly enough, both NewEgg and Amazon sell 30 packs of a slightly lower end model (they don't look as nice) of this for basically the same price. But how often to you need that many?