If you just have installed on the Motherboard the Ryzen processor and no other hardware except the PSU and the Motherboard's CPU Trouble LED lights up and doesn't change would indicate something is wrong with the Processor or motherboard.
Normally, with just the Motherboard, PSU, & CPU installed, the Motherboard's Trouble LED (CPU, RAM, GPU, SYSTEM) light up the CPU Trouble LED momentarily while BIOS is testing the CPU out. Once the CPU passes the BIOS Test at Startup, the CPU Trouble LED light would go off and the RAM Trouble LED would light up since there is no RAM installed.
Which then you would install one stick of RAM and see if the RAM Trouble LED would go off and the GPU or SYSTEM Trouble LED would light up and so forth.
NOTE: By the way the original owner of the AMD Processor has a 3 year AMD Warranty on it. So it might be a good idea to open a AMD Warranty to see if it needs to be RMAed to be checked from here: https://www.amd.com/en/support/contact-email-form
Under "Product Type" select "Processor" and then under "Category" select "Warranty"