Hard to tell with that much info. It depends on if you connected all parts/wires/jumpers the right way. And even if you did, there might be a voltage/ampere compatibility issue that you have to take into account.
Check the connections you made in this order:
1) CPU: it has to sit firmly and locked. Did you apply thermal paste, before putting on the heatsink?
2) Memory: a system has to have main memory to function.
3) Storage: make sure both the SATA cable and power in connected. With 2 storage units you might need to change jumper settings (the one called C:\ must be master). I remember at least tweeking with jumper settings on my old rigs, not sure if it's still required nowadays.
Do all fans spin, or all except cpu-fan? Because there is difference. In case of the latter, it might be a voltage issue.