assemble all the components outside of the case first and power it to the BIOS. If that works then go ahead and assemble it all the way. If not unplug everything and redo all the steps again. The problem is usually just a cable plugged in to loose. It's just a lot easier to do this outside of the case. Especially if you really do end up with a DOA part that you'll need to return.
Use PCpartpicker to eliminate incompatible parts problems. For the most part. Every now and then we get someone who bought and AMD CPU and an Intel motherboard.