First off you're gonna have to tell us your system specs, we're not gonna get far if we don't know what parts you're using.
Do you have a case speaker? Are you getting beeps?
Most likely issue is a dead PSU. Test your system with a new PSU and let us know if it works. You also may need to reset CMOS on your Mobo. Either take out battery for 30 secs or jumper the cmos pins or hit the CMOS reset button depending on what mobo you have.