Okay, I actually have a similar problem and have had this problem before. Here is what you should do:
1. With the keyboard and power connected (at least), power on the PC and watch the keyboard, specifically the lights above the number keys.
Do those keys flash when you power on (may take up to ten seconds)?
If they don't flash then that means either the POST isn't being run or the POST failed. The power on self test is the computer's own self checking system. It doesn't run if it doesn't find a keyboard, among other things.
But assuming your keyboard does light up:
2. Make sure your power connectors are pushed in firmly. Your board may require a 20 pin main power connector and also many Intel processors require their own 4 pin connector. Check that your power supply has that connection and plug it in firmly.
NOTE: Even though power connectors can appear to be plugged in all the way, they may not be and may need an extra push.
3. Try connecting the VGA to the graphics card and then the onboard...it could be that the video is being output but to the wrong display device.
NOTE: Again, if the keyboard doesn't flash when turned on it means that POST isn't being completed, which generally means your graphics card is fine. (Unless there are beep errors)
Please let me know how you get on