New PC build won't power on at all, what should I check?

Start with the power path. Test the outlet with another device, then check that the motherboard's large power connector and CPU power connector are fully seated. If the power supply is modular, check those connections at the supply end too.

Look at the power supply manual closely. Some modular supplies use more than one socket on the supply side for the motherboard's main power cable, even though it connects to one large socket on the board. Use only the cables supplied for that exact power supply.

Check the case power switch lead against the motherboard manual. The front panel pins are easy to mix up. You can also briefly bridge the two power switch pins with a screwdriver to rule out the case button, but make sure you've identified the right pins first.

If it starts powering on but there's still no picture and the DRAM light stays on, that's a different problem from getting no power at all. Reseat the memory and try one stick at a time in the single stick slot recommended by the motherboard manual. Don't assume the first physical slot is the right one.

If neither stick works, the memory, a slot, or the CPU could be involved. Check the manual for the board's diagnostic lights before deciding what to replace.

A faulty power supply is possible even in a new build, but no lights alone don't prove it's dead. Once the outlet, switch, cables, and front panel pins are checked, testing with a known working compatible supply can help narrow it down. A repair shop can test it too.