When the phone enters sleep mode the screen can not wake up, it is likely that the new screen is not genuine and with non-original parts have problems ..
First try to return the broken screen along with the home button and the front camera cable.
If this works, the new screen is not working properly.
2. Check that the screen cables are normal (not ripped off) and the connectors
3. Try to look at the area where the monitor is connected whether there is damage to the motherboard or to the battery cable.
Could you have changed the screen while the phone is still on?