Hi azor and welcome. Sorry you are having problems with your new computer. Who built it? If someone else, take it back!
If you, then a couple things.
A common mistake of new builders and distracted experienced builders is having more standoffs in the case than the motherboard has corresponding mounting holes. This is because cases are designed to support 1000s of motherboards, of various sizes. This results in the motherboard shorting out when power is applied. If lucky, no permanent damage occurs and simply removing the extra standoff(s) fixes the problem, but sadly, it can result in destroying the motherboard, and everything plugged into it.
So I generally recommend pulling everything out of the case again and verifying you only have a brass standoff where there is a motherboard mounting hole. You might consider assembling the computer outside the case on a wooden bread board or some non-conductive hard surface to see if it works out of the case.
Standoff and mounting screw:
Another common mistake is not connecting all the required power connections. Most motherboards take two connections and many graphics cards require a separate connection too.
Sadly, you have invalidated your CPU warranty by using a 3rd party cooler. it is important all readers understand that both Intel and AMD warranty their retail, boxed versions of CPUs that come with supplied heatsink fan assemblies as a "unit". That is, the 3 year warranty does not
cover repairs if the "unit" is split and the CPU is used with an aftermarket 3rd party cooling solution.
Please note I am just a messenger
. Read the warranties - it's in there.
AMD CPU Warranty
Intel CPU Warranty
AMD is quite clear,
"This Limited Warranty shall be null and void if the AMD microprocessor which is the subject of this Limited Warranty is used with any heatsink/fan other than the one provided herewith."
Note that normally there is no problem using a 3rd party cooler as most are good and effective - if properly mounted and maintained. And most CPUs last for years without problems, if kept cool. But it is generally best to use the OEM fan, at least at first until it is determined everything works.
That said, no CPU HSF is effective without a proper layer of TIM