some mb the first video is the onboard video..if your cpu and mb has it..try pulling the gpu and see if the onboard video works.
a lot of times people miss the 4/8pin atx power plug near the cpu. or they dont put the mb case header wires on right and the mb is stuck in reset. also check that the cmos jumper is on the mb and in the right spot. the last issue would be a bent pin under the cpu or the cpu not installed right or not seated.