1. There should be an led on the board which is lit even when the PC is turned off (assuming it's plugged in and psu is turned on).
2. It seems to me the DVD drive should open if the PC is turned on reguardless of whether everything else is working.
It could be a power issue.
I would start this way:
1. Double check the cpu heatsink is attached properly and the fan is plugged into the CPU_FAN header.
2. Double check the memory is seated properly.
3. Double check video card is seated properly.
If all three of these things are fine try powering the computer. Double check the cpu fan spins and watch for video output. Assuming these three things are not broken you should at least be able to get into the bios.