Assuming the PSU is not faulty then I suggest you disconnect PC from the mains and recheck all your connections. I know it may sound silly but if there is a switch on the PSU make sure it is switched on (It can sometimes be forgotten). Also make sure it is switched to the correct mains supply. When you switch on is there any indication that power is getting to the motherboard, usually the cpu fan will 'kick'. Does your graphics card, if fitted, need its own supply?