You will then need to short out the 2 power on pins on the MB header (unless your MB has a power on button) to get the PSU to activate, you can use a small flat bladed screwdriver or a paper clip bent into a U shape, this is perfectly safe if you do not touch anything else, the idea is to see if we can get a BIOS screen if you do you can then add one component at a time until you find the problem component, you must power down and remove the power cord from the wall before adding a component, second suggestion try a known working PSU, it is not unknown for new components to be bad, third suggestion try and loan an ordinary PCI graphics card (not pci-e) again to try and get a BIOS screen.
Other things worth checking include, if you used stand offs beneath the MB are they in the correct locations (only where there is a screw hole in the MB) otherwise the MB will short out, check for stray screws or bared wires for the same reason, make sure the jumper cap that can be used for clearing the CMOS is not missing or on the wrong pins.