We're going to need more than that to really help.
Open up the case and check that the CPU fan is connected to a header. It should be the one closest to the CPU socket, where the motherboard knows it's for the dedicated CPU cooler and not a case fan.
It's a completely new build, so I believe so. But this wont explain another problem I have received, which is that it boots, and then turns off, repeat. Including still the fan thing
What PSU are you using ? If PSU is weak,Your system won't turn ON.Try Removing your GPU and Boot her.If she boots,You need a Better PSU (PSU with more W).Also check all those Wires,Sockets and Connectors,Clean them up gently and again Try.Thanks