Question PC lights up for a second then turns off. New Motherboard, CPU and RAM

[fr1ghtn1gh]

System:

MSI MAG B550 Tomahawk Motherboard
AMD Ryzen 3700x CPU
Crucial Ballistix 16 GB DDR4 3600Mhz RAM
GTX 1060 6GB Graphics Card
Power Supply is 450 W Corsair CP-9020049 VS Series

I just finished setting everything up and it flashes on and turns off.

EDIT
It powers on, the cpu is running and the system fan is running. The GPU turns on then does nothing and there is nothing on my monitor

Any suggestions as what might be the issue?
Or how to troubleshoot this.

EDIT 2

It is now on the Bios page where I will need to get a USB to install windows. I think that is it completed

 

[kurdtnz]

Dont you need a 500w PSU for a 1060 card?

 

[fr1ghtn1gh]

I was running the same PSU with I5 6600K Processor, K3 Gaming Motherboard and GTX 1060 6GB and it worked fine

NVIDIA states a 400W power supply is fine on their website for 1060

 

[GarrettL]

How old is the psu?