I have all my cables plugged in correctly and when I turn on the power supply the rgb lights turn on in the top left and I get an orange indicator light right next to the 24 pin power. My board is a ROG STRIZ Z370-E by ASUS.
I think it means it's in stand-by mode and hadn't received actual signal to power on. I tried pressing the on button. Maybe the front panel connectors aren't right?