Since you say you built it, I'm assuming you are relatively familiar with PC stuff.
Take it back to the bare minimum, PSU, motherboard, CPU and heatsink, power button lead. NOTHING else plugged in. No RAM, no cables except power, nothing. See if you get a "RAM missing" code when you trigger power. If so, add 1 stick of RAM and see if the code changes. If so, and you have onboard video, plug the monitor back in and see if it initializes. Keep adding pieces ONE AT A TIME until you get failures again.
If you can't get a bare motherboard and cpu to give you a ram missing signal, either the board or cpu is probably fried, but sometimes removing the CPU and reseating can help.