On most modern boards in the upper left for most, is a 6 or 8 pin socket. There will be specific connectors on the PSU for that socket. The CPU will not fire up with out power going to that connection.
Next is the power button on the case plugged in to the correct pins on the board.
After that did you use the standoffs in the case for the mother board. If you did make sure there is not one where a screw doesn't go through. A rouge standoff can short out a board. It either doesn't come on or it fries the board.
If you didn't use the standoffs, the board is shorting out to the case. Sometimes they will survive, sometimes not. It's a crapshoot for that.
Also in the 24 pin main plug is a green and a bunch of black wires. The green is the turn on signal for the PSU. To see if the PSU is working, jump the green and one of the black together and see if the PSU fires up. If not the PSU is shot. If it does then something else is wrong.
And did you align the arrow on the CPU to the arrow on the CPU socket? If you didn't you can kiss the chip goodbye.