You should be able to see the BIOS messages when booting, including the message to "press any key" to boot from the Windows installation DVD.

If not, there are 4 good reasons:
- monitor or cable is defective
- motherboard is defective
- video card is defective
- monitor is connected to an output port that's not supported by the BIOS

It's up to you to find out which of the 4 applies in your case.