Hardware not match and not respond

Does your graphics card have its own power connectors? If so, have you connected them?

Yes to the first, it comes with a power cable, Whether they have connected it though we'll have to wait and see.

If the power connectors are not connected, it could well be that the graphics card is drawing too much of a load from the motherboard and this causes it to refuse to boot. Also, check for POST results from the board. Usually there is either an LED display, some LEDs or audible sounds that indicate a POST failure.

It's working now?

manufacturer's website says cable included (although why since it normally just plugs into PSU and any cable is wasted)

Sometimes a cable may be included to split a single connector into two. I guess they may also include one so it acts as an extension. If it's all working, great!

check also if the power supply can handle the load
calculate it here : http://extreme.outervision.com/psucalculatorlite.jsp

I would not have expected that lack of heat sink compound being put in place would prevent booting due to overheating. The compound improves conductivity but not having any would still allow a degree of cooling, but it would not be anywhere near as efficient. Anyway, good to hear that the PC is up and running. Thanks for coming back to provide feedback. It helps us to work out how to ask better questions to lead to the root cause of the problem. Enjoy your new PC!