Does the system power up? Are there any kind of beep codes from the speaker?
I've gone through the .pdf manual for the MB you picked, but I don't see any mentions of beep codes or troubleshooting.
I would suggest you do this:
Take the MB, CPU, heatsink, RAM and GPU - You should have the CPU installed with the heatsink already.
Set the MB on a cardboard box. Install the RAM and GPU.
Connect the 24pin power cable to the MB and also connect the 4pin power cable for the CPU on the MB. Make sure the fan for the heatsink is plugged in to the CPU_FAN1 connector on the MB.
Connect all 6/8pin power cable that the GPU needs.
When all that is done, double check everything is plugged in and seated correctly.
Next, connect your monitor to the GPU.
Now, you need to power on the computer and since I don't see a power button on the motherboard, you'll have to use a screwdriver. If you're unfamiliar doing this, you can google "how to start a computer with a screwdriver" - it's easy to do.
If everything is working and you power on the computer, you should complete POST on the monitor screen and even perhaps the splash screen for the motherboard. If this all works, you just need to make sure you have all the standoffs in the correct spots in the computer case (every screw hole on the MB that lines up with a place for a standoff in the case, needs a stand off and screw) and install things in the computer tower. Once you have the basics installed in the computer tower (just like you did in the above steps) and you have all the proper headers plugged into the motherboard from the case, you should be able to push the power button on the tower and the system should POST.
If you made it this far and everything is working, then the next step is to make sure the system is powered off, connect your HDD/SSD and work from there to get the OS installed. Hopefully all is well and you can get it working.