Building a new computer, First build few Questions

Ok so im building my first computer and so i want to make sure everything is perfect and im just wondering since my motherboard doesnt have integrated graphics and ive boughten a radeon 7850 which is not currently installed. i tried to start the computer to make sure everything is running and it seemed like it but when it turns on i dont seem to hear a beep but im not sure whether thats a problem because it hasnt booted up yet. ive looked into this on my own and i seem to find that most computers wont boot up without any video installed and i was just wondering if im ok or whether theres a problem with a piece of equipment and i need to send it back. also since it doesnt seem to boot up correctly i cant turn it off via the power button and so i must unplug the power supply or else it stays on, is that a problem or is it just normal? thanks and any help would be greatly appreciated.