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Motherboards usually have a tiny plug-in type of speaker for POST beep and for error beeps. If you check your motherboard manual you will see where this mini-speaker is located. The speaker is about 1/2" dia. and about 3/8" high with 2 leads that plug into two header pins. If you do not hear a POST beep and your computer runs fine it may be possible that this speaker is missing or defective.
If all your fans turn ON, the PSU is fine (I realize that it is not under load, and fans are not a load test).