There is a distinct possibility that your motherboard does not support your GPU. Insure that the 6pin power cable is plugged into the GPU if it has one (I can't remember which models do and which don't). If your power supply doesn't have a 6pin connector then your PSU isn't going to work. Make sure your card is seated firmly in the uppermost PCI-E slot. Make sure your monitor is plugged into the GPU, that there are no cables plugged into the motherboards graphic outputs, and make sure your monitor is set for the proper display option.
If all of your parts are compatible and in working order it should boot right up, it may give you the basic driver which will display at like 720p and look funky, you will need to download the current driver from NVidea's website.
If it doesn't work your GPU is not supported by that motherboard, this happens a lot with retail PC's and there isn't much you can do other than buy a new motherboard. Then it's a case and power supply and you're on your way to being a custom PC builder.