I am guessing you have not connected a separate PCI-e graphics card?
Do you get any beeps?
Do fans spin?
1) remove CPU and reseat it.
2) make sure RAM is correctly fitted.
3) make sure all PSU cables are connected correctly (both 24 and 8 pin connectors).
4) try resetting the BIOS, in case the default setting disabled the on-CPU graphics.
5) try removing any non-necessary devices (i.e. single stick of RAM, PCI cards, USB devices).