Remove all the parts from the case and connect only the minimum, cpu, cooler, ram.
Connect your monitor to the integrated motherboard output.
That will eliminate a case short as the issue.
Double check that the 24 pin and the 4/8 pin power is securely plugged in and latched.
Your motherboard should have a led that tells where in the startup you are. Does that say anything.
If no joy, try a different known good psu.
Likely, it is a defective motherboard. It does happen.