Did you say if there was anything on the screen at all? Or has it been black the whole time?
It appears that the mobo has a built in speaker (they call it a buzzer) and jumpers for external speakers. See page 33 of the manual.
When you start up you should have the XP disk in the drive and it should boot to that CD.
It will format the drive for you and install the OS.
Just for laughs (as this is what I do on new builds) is only have 1 hard drive, 1 cd drive, the CPU, MEM and vid in the comp only. Nothing else.
And also try what 003 said... 1 stick of ram in the top yellow slot and see if it POSTS.