Then measure the main outputs:
12 volt - yellow to ground (black wire)
5 volt - red to ground
3.3 volt - orange toground
All should be +/- 5%
Then check the gray wire. If the PSU is on, it should be at 5 volts.
This is not foolproof because there is no load on the PSU, but if you cannot get these readings, the PSU is dead.