There will be a fuse inside a power supply, but it is normally soldered to part of the board as a secondary precaution to stop the psu from setting on fire ect. You want to be careful when poking around inside one though as the large capacitors hold a lot of dangerous charges, just like an old tv set. Some Psu have circuiit protection that need to be reset if there is a problem so power needs to be cut from them fully.
If you had a short on the board the psu should of done it`s job, and sounds like it did.
However it will not stop damage to the board for example if you rested the board on a stand off on the back plate of the case, damaging any Ic`s of the board, or components by sending the electricity the wrong way around a circuit path. All grounding points on the board are where you put the screws through the board onto the back plate of the case via the standoff`s provided. The likely cause was a standoff in a place where it should not have been.
So always check they are put in the right corresponding holes and no extra ones on the back plate touch the board in any other places making contact with the back of the board.
Your result sounds like you fried the board to be honest. and may have to buy another one, if no amount of testing get`s it to post or boot.