There are a few things to try. You can check the voltages coming out of the power supply, you can check the cables to make sure they are seated properly.
If that doesn’t work then try starting with a minimum configuration, power supply connected to mother board, one stick of memory unless the memory is paired. Turn on the power and verify that the fans are working and voltages are present. Then add a component one at a time to test, connecting video to see if you get a signal or if the monitor indicates it is connected. From your description of using random parts I would guess that one or two parts may be defective or incompatible.