Re: new build having some trouble
The system will not boot without the cpu, it will not go into the bios. Without the cpu it will just sit there. When you install a cpu the system can continue with it's "Pre-Test" and it will therefore shutdown when it encounters a problem.
Your doing all this testing with and without the cpu, are you using the heatsink when you install the cpu? The system will shutdown without it because of the intense heat.
If you are using the heatsink then you either have a grounding problem ( set the pc up out of the case on a table and see if it works) , insufficent power or the cables are not connected properly, or a Defective part with the cpu being the least likely suspect unless your mobo is old and needs a bios update to recognize the cpu.