Update your post to include full system hardware specs and OS.
Just to be sure: which front panel LED - Power on/off?
If the pc is otherwise working the problem could be either the LED is not plugged in, the connection is bad, the cable is bad, or the LED itself is bad.
Doubt that the situation is dangerous just on the basics alone.
It is just that there will always be some uncertainty about the pc if something does go astray. E.g., you upgrade, add another component, or otherwise make some change.
Go back into your build and doublecheck everything. Do not use "trial and error".
Work through the motherboard's User Guide/Manual along with the applicable documentation for all installed components. Pay attention to the details and fine print.