Are 4/8-pin CPU & 24-pin mobo power connectors plugged in? If so, is the cpu 8-pin? If so, try 4-pin. It's labelled CPU1 or something like that.
Are ram sticks in yellow slots? Try black slots.
Is cpu cooler from Intel? If so, you might have installed it incorrectly. The 4 pins must be pushed all the way down. If any can be gently twisted loose, it's not all down.
Is the cpu fan connected plugged in?
Have you cleared cmos?