Sorry to say, but modern CPUs can fry in a matter of seconds if the CPU fan isn't running. So unless you shut the unit off almost immediately after seeing that the CPU fan wasn't running, there's an excellent chance you're looking at a dead CPU now.
Not sure why you're testing things outside the case anyway. There's very little to be gained from that. What you want to do is what's called a bare minimum configuration, which is more or less exactly what it sounds like. It's the minimum number of components necessary for the unit to POST. From there you start adding more and more components in. Electronic components are also sensitive to ESD, and the computer case provides a great place to ground/earth yourself.
But, let's back up for a second and cover why you replaced the PSU and motherboard and with what. Like for like or did you change from say a MSI board to the current ASRock?
Building my first rig and I'm using the newegg video to hel me through it. I'm testing the mobo/cpu/stock cooler/video card outside the case and the mobo seems to run fine, the number pops up and there are a couple lights near it, as well as the fans from my video card spin. There is no video output (no bios) nor is the cpu fan running. I know some bios cannot run without the cpu fan on.
I've already replaced my psu and mobo (just got it in today) so for god's sake don't tell me there may be something wrong or i've messed up the cpu.
I'm a first time builder, and if you need some more specs just ask.
Mobo: ASRock X-87 Extreme 4
Appreciations in advance.