Often you'll find your RAM is at fault, but really it could be a number of things (motherboard is the other usual suspect). If you literally mean NOTHING happens, is your power button in the motherboard the right way? If so your motherboard is probably bunk.
If it's new, simply get it replaced. If it was me I'd check everything was plugged in properly and start trying different RAM configurations (1 stick only etc.)
Very likely, but didn't you say you "tried to use my power supply to other cpu its ok"
I thought this meant you tested your PSU on another setup and it worked fine. Is that correct? If so your PSU is either too weak for your setup or the problem is elsewhere. What are the specs? (PSU wattage, mobo type, graphics, CPU, RAM)