It could be that a component was DOA, or that somethings not connected correctly. You might try starting it with just the CPU and Memory connected and reseated if necessary. Hook up the case speakers if available and try starting it again. If it works, just try it again with connecting another component, like the HHD or SSD and see what happens.

If it doesn't work, you will know that either the Motherboard, Memory, CPU or Power Supply is failing. It can be difficult to rule out one of these three without a multimeter, POST card or another computer to test these components, but if the board lights up and the fans are cycling the power supply is probably fine. If you installed multiple DIMMs you might just try running the machine with one DIMM installed and switching each stick until you find out which ones work or are failing or try installing a different memory module if you have one available. If none of this resolves the issue, it's either the motherboard or CPU. You could physically inspect the board to make sure all the components are there. I have purchased motherboards with missing components out of the box.

I know troubleshooting issues with new builds can be fustrating. I hope this helps you get things running.

Most likely problem is a video type mismatch. Your description makes it sound as though you understand the case build process well enough.

The motherboard you purchased has a DVI-D output. It requires a special cable. There is no adapter that will convert DVI-D to any DVI analog signal. There are some shady manufacturers that sell them (they look good but don't work), but unless you buy a cable that has a digital-to-analog converter inline, you will need a monitor with a DVI-D connection in order to see any video.