Details of components used in this build would be helpful.
Computer doesn't even try to start? No fans running? No LED's lighting up?
Confirm CPU is compatible with the motherboard, by checking CPU compatibility at motherboard manufacturer website. If CPU is compatible, maybe motherboard BIOS has to be updated first as it may be using an older version which is incompatible with the present CPU?
Could try another known working PSU (borrow from friend, neighbor etc if necessary).