Be sure the 4 pin cpu power is the right one. And check your motherboard specs sheet under "cpu support". You may need a bios flash to run your cpu; the bios versions should be listed next to your cpu on the manufacturer's webpage under "cpu support". I always take the board out of the case when it won't post. Use all the connections except the optical and hardrives; and case connections for the power switch, power led, etc. With the power supply leads connected, touch the power switch leads with a flat screwdriver until it powers up. Set the boot order and memory voltage (if needed) in the bios, save and exit.
Yes before assembling with you mobo always check the mobo website for mobo-cpu compatibility. Always refer to the manual or better well download the latest manual from their website, before flashing your mobo. I usually take out the mobo from the case when it won't post, just the mobo and cpu. I have a little speaker installed to the mobo to check its vital signs. Be careful in using a screwdriver to switch On your mobo.