Yup... it's called an O/S. Install it...boot up computer and if it doesn't explode... you did something right.
OK... jokes aside.. The first thing you should do is look at your Device Manager... if you see yellow icons... that means you have a missing/bad driver installed.
But what I said earlier is still true. Your computer isn't going to boot up if you don't have RAM installed... or a CPU... it won't turn on without a PSU... and it won't display anything with a GPU..
I built my first computer a few years ago.. and I was a bit nervous but I just took my time and made sure everything was installed correctly.. and when I turned it on for the first time... it was perfect... no problems... no beeps or error messages... Just...