Did you have a previous GPU mounted to your motherboard in that same PCIe slot? Were you using the same PSU cable(s)?
As for trouble-shooting the problem, I'm assuming the fans are not spinning up when you power on your PC. You should double-check the PSU cables on both ends to make sure they are fully inserted. It's also possible your PCIe slot was disabled in the motherboard's BIOS if you were previously running on just internal graphics (using a monitor cable that was plugged into your motherboard).
Lastly, was your GPU a new or used purchase? How do you know if it was previously working?
As Albert Einstein said, "I could have done so much more with a Big Al's Computer!".
