Before you even get to windows, you should at least have video for the BIOS/Startup screen. That should happen without a hard drive even. Windows has nothing to do with that part.
Try pulling all the RAM you have installed and see if it reacts any differently. Then try one stick in each of the slots and see if anything different happens (different beeps, video, etc) when you hit the power button.
If that fails, unplug EVERYTHING from the motherboard, and start plugging things in one at a time, and trying the power switch after each one. See if anything changes as far as the beeps, video goes. With most motherboards, if it doesn't beep once, that means it's probably not even getting to the system startup. Something is causing a problem before that.
I have built 3 PCs and this has happened to me twice. Once it was that the RAM wasn't seated properly, the other time it was a bad cable. It could be anything, and you just have to go about it systematically.