IntelD410PT + Atom First Boot problems

[AJK101]

Hey, I got the Intel D410PT motherboard, integrated with Intel Atom, and got a power supply. According to the guy I talked to at the shop, this when connected to a monitor should work properly, problem is that it isn't
I connected the power, and the RAM,and the monitor, I plan on booting from a pen drive, so i did not get Hard drives, and have a usb-keyboard. When i switch on the power, the power LED goes on in the motherboard, but nothing else works, neither the keyboard nor the monitor. I am completely new to this, so some help please?
Some Info on D410PT Here.

 

[mdd1963]

Ensure all required connections to mb are present...; cpu pwr (if even present/needed on Atom, not sure on that), cpu fan, 24 piin main ATX power connector, pwr switch header (2 wires from front of case that connect to mb connector...; you don't simply turn on the PSU to power on the rig)

 

[AJK101]

I have not setup anything, and hence have no idea on how to do that... I do not have a case, and the only thing connected is the 24 pin main power connector. I am not planning to get a case. But shouldn't it work if i just switch on main power???