Firstly, there is 4 LED lights for booting sequence at the bottom right of your Motherboard. VGA, CPU, DRAM and BOOT. Make sure one by one lights up. If it is stuck at one of any LEDs, then that is the issue.
Do double check connections.
Make sure 8-pin CPU and 24 Pin Motherboard are not loose on the motherboard AND in the PSU. sometimes, put PSU into the shroud but after cable management, the PSU cables will come loose if not pushed and clipped in properly.
Next, check for the Case to Motherboard connectors are correctly installed. Power On button especially.