You say when you turn the power switch on, the motherboard LED lights up.
So the switch itself "IS" working.
First check the front panel plug to see if it can be put in backwards.
The different makes of motherboards out there ,and their connections, along with being AMD or Intel can make the possibilities endless.
Without knowing what make or model motherboard or anything else, I would say connect only the basics and go from there.,
Start off light.
Connect one at a time to see if you have a faulty piece of hardware
Just Connect the PSU & the powerswitch to the motherboard.with no cards
The power switch typically only crosses 2 pins. The motherboard schematic should identify them.
If the motherboard has onboard video , use that first instead of a video card. & no sound card.
Connect the keyboard & mouse.
use only 1 memory chip at a time.
CHECK the BIOS /CMOS jumper . is it in the wrong position?