If you have a MB speaker connected to the board and it doesn't beep, unless you have an incompatible or defective processor installed, it's probably dead. Remove all memory sticks and see if it beeps then. As for compatibility, find out as much as you can about the motherboard. Might be harder if it's an OEM board vs Retail, check the specs at the board/OEM manufactures website. Find out what the CPU specs are. Again, most OEM manufactures give a vague description, information about the stepping and required bios revision are often missing. Not sure about AMD but Intel has a Spec code stamped into the top of the processor. Google or go to the Intel site to check compatibility. Sinking money into old boards under most circumstance are a waste, but one or more of the boards (hard to say) could have a corrupt bios as well. If the bios isn't soldered to the board, they are usually replaceable for a fee. Might want to remove the CMOS battery for a while (if it's not dead) and see if that does any good.
I ll 2nd that. Also make sure the PSU is 'sufficient' for all the hardware you ve plugged on it. As a first step, work out a working motherboard i.e. just test PSU + mobo and see if you have an output on screen. After you have a working PSU / mobo, start connecting - 1 by 1 - all other components and see what's what. Things like graphics cards might or might not work on a particular mobo due to bus limitations i.e. AGP, PCI express. Ensure RAM modules clock speeds are supported by the mobo you install them. Also set any HDD jumpers back to the default. It's all about trial and error these stuff I m afraid