Ok, basics... how many sticks of RAM do you have? I'll assume 2, you should have them in slots DIMM A1 and DIMM B1.
You don't have onboard graphics so you need a graphics card installed. On page 2-21 it shows the slots, you need to use a blue slot. Normally it's the one closest to the CPU.
Do you have the CPU fan connected to the right header? If so, does the fan come on when the power is turned on?
You have 2 power connections on the MB, one is the long one that is right of the CPU, the other is that 8 pin one above the CPU, you must have both plugged it.
Looks like system speaker is 4 pins... and it doesn't matter which way as long as they are on the right spot on the MB.