Firstly, do you have a speaker in your case and have it plugged into the motherboard? I don't think that board has an onboard one.
Just because something is new, doesn't mean its working, DOA does happen, quite often. From what you've said, all I can think of is the PSU or motherboard, If it's the other components being faulty, the speaker would beep (providing you have one) and if it is working, you would get one beep at least.
You could also try resetting the BIOS. Also, try this.
Unplug everything not including the PSU and try switching it on, it should beep. Power off and try plugging in each item one at a time. Hopefully, this might help diagnose which item isn't functioning.