hey, did that fix it? here is tom's guide to system building... make sure to go over all steps, including the standoffs for mounting the mobo to the case
if you are properly assembled and powered, then it should turn on. you need to start eliminating causes with tests. If it still doesn't power on, my first thought is the power supply, but who knows, I can only guess, you have to test the components.
what brand of psu, I would start troubleshooting there, first making sure your wall outlet voltage is good, other devices run on it, etc... test test test
Ok from a quick look at the MSI website I believe your motherboard requires BIOS version 7A36v27 to be installed or a later version for it to support your cpu. Does it say anywhere on the box what BIOS is installed?
You can only flash the BIOS with a cpu installed that is actually supported by the BIOS currently installed. It could still be something else but a cpu not supported by the BIOS will cause the system to behave like it is dead.
This was a fairly common issue when 2nd generation Ryzen released (2000 series). I cannot remember the specifics but their was support offered to people with this problem. This is probably a good time to contact MSI.