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it seems to activate and appears operational, verify the bios settings for igpu, confirm it isn't configured for pcie or auto mode. check if a speaker is connected to see any post beeps. ensure all connections are secure, remove only the cpu and one stick of ram, then test in another slot.
Are you certain these components arrived in perfect condition? Consider reinstalling the memory and resetting the CMOS.
Remove all PSU cables and reconnect gradually. Try to catch any errors.