ok ill give you a few tests that you can do (you dont need a case for this but it would make it a bit easier):
1. Plug the power supply cables in, and the On switch. Plug the speaker/headset into the onboard Line-Out (Speaker Out) port. Don't plug the cpu/ram in just yet, BUT plug in either a case fan or the cpu fan. Press the on switch so that it starts up, the fans spinning. You Should hear a series of beeps or one long beeps. If there are beeps then your motherboard is ok so far.
2. Now plug in the CPU and the heatsink/fan. Do the same, and press the power switch. There should again be a series of beeps that will be in a different pattern to when there was no CPU. If there are beeps everything is still ok.
3. Now put the RAM in, and press the on switch. If there are a different set of beeps then the CPU is probably ok.
Thats the most you can do unless you have onboard graphics since at some point the motherboard is going to try and detect if there is a graphics card and when it doesnt find one its going to beep. But, generally speaking if it beeps at all when something like the memory is not plugged in its good-to-go