when the BIOS/UEFI runs its boot sequence, if anything goes wrong, it emits a series of beep codes. look these up in the manual and make sure the chassis/mobo speaker is connected so you can hear them.

if that fails to tell you anything, take the box to a local technician -- one who builds boxes him/herself, not the guys from the big box store.

Tech will have to read the instructions and check many details of your construction -- beginning with the power supply and its connections

It's not a problem with the monitor, the computer's not giving a video signal.

Did you attach a PC speaker to your motherboard when building it? If the BIOS is making it to the Power On Self Test (POST) then it will give a beep code that you can look up to find out what is wrong with the computer.

Otherwise, you'll have to test the components and find out what is dead to keep it from booting. There are tons of guides out there that give you a list of what to check in what situation, just search for one.

If the computer continues to boot, then the problem might be the video card. Or the problem might be as simple as the monitor is plugged into the onboard graphics when you've got a video card installed.

If it's not booting, it's usually a problem with the CPU.