Are you sure it is outputting a video signal from where you think it is, and in the format that you think it is?
For example if it has motherboard and a graphics card, maybe it wants to use the mobo instead of the GPU.
For example if it has DVI output, then make sure it's not outputting DVI-D and your monitor is DVI-A.
Try different cables and monitor, check that lights are coming on when you power the computer, listen for any beeps, wizzing of fans, etc.
Sounds like obvious things, but it's worth a second check to be sure.