- is your monitor connected correctly? (press hard on each connector)
- do you have 2 ports on your GPU? if so: switch port
- does your pc start up, without abnormal sounds? no? tell us more...
- does your monitor support more than one input (DVI, HDMI, VGA,...)? if so: check if the correct input is selected on the monitor(this has to be done in the menu of the monitor)
It's possible that, assuming what the person above me said is all ok with regards to the cable and POST check, if you have both on-board and an installed card that the BIOS is set to display video on the Primary video device.
Check your BIOS as well. Some allow for choosing which video output takes priority.