Dumb noob First build question

I just started building my first computer and I have the ram installed, cpu+fan/heatsink installed, and power supply hooked up and I just wanted to check to make sure everything was working ok so I started it up. The cpu fan turns, the onboard led light is on on the mobo and the cpu fan is turning. My speaker didn't give any beeps and I cant hold the power button to turn off my machine. I just have to manually turn off the power supply. Is this normal? And should the speaker on the mobo beep?

Full system specs please. Are you sure that your motherboard has a built in case speaker? Many do not.

Holding the power button for 5 seconds should turn off the system, if it does not you either do not have it wired properly or your motherboard has issues.

I'd suggest triple checking those front panel connections. Some (like the LEDs) are polarity sensitive. The switches probably aren't, but current can flow only one way through a diode (LED).

Does your motherboard have a power button built onto it? If it does try holding that to shut if off, if that wont work then there is likely an issue with the motherboard unfortunately. If you dont have a power switch on the motherboard, disconnect the power switch connector from the motherboard and use a screw driver to short the terminals, thats all the push button switch does anyway.

yes, you said you cannot turn off the machine just by holding the power button correct? The holding down the power button should turn off the system unless there is an error with the PSU or motherboard or the case switch, this test eliminates the case as a potential source of issue.