Most Intel CPUs of late, require two power supply connectors from the PSU.
One for the main board, and the other is for the CPU itself. It is a 4 pin square block. If your PSU doesn't have one, then you need to get one that does.
Once you have connected the PSU connectors to the main board you need to attach the video card, then the monitor cable to the video card. Make sure the monitor is on.
With the CPU heat sink and fan and MEMORY modules in place, you are ready to try to power up.
This is the most basic setup to test a board.
Make sure you have the board on a flat surface, preferably a piece of wood that is smooth and free of anything.
The next thing is to make sure any jumpers relating to speed of cpu and ram should be checked to see if they are correctly configured.
good luck