This is usually one of a few things.
1. The motherboard is shorted out by improper mounting. Take the board out, put it on cardboard and do a power up test there. I use the box the board came it. This is well discussed so ask more if you don't know how to google or how.
2. The CPU is not seated. Remove the CPU and test without the CPU.
3. There is a dead part. If items 1 and 2 don't show signs of life, then get the motherboard RMAd.

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