IF your MB doesn`t have a power test switch you will then need to short out the 2 power on pins on the MB header 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.
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 and finally try a new or replacement CMOS battery.
I would also check that the CPU is not damaged, check for bent or missing pins and that the orientation is correct, often identified by a gold or missing corner of the CPU and socket, a tip when removing a heatsink is run the computer for a few moments first as the heat generated by a working CPU will soften the thermal paste and make removing the cooler easier.