First time build PC and you choose AMD GPU... wrong move..
Well, you need to check the event viewer see if you get any error.
"shutdown down as soon as you boot up", more detail, like you can login in then windows decide to shutdown or still in bios and just reboot.
Do not forget to update your BIOS to at least newer one. You also need check the BIOS setup see if there is something that not in good configuration like how your BIOS choose GPU (your CPU has no internal graphic, right?)
MSI B550 Pro-VDH - MSI 6600XT - Ryzen 5600G