a "pc speaker" is a little speaker that would could connect to the motherboard's "speaker" jumpers right near where you connected the front panel power button to. The speaker can be used to see if there are any beeps, which would be helpful in troubleshooting this problem. Just because the fans spin up doesnt mean much other than there is some sort of power. it still could be anything causing the problem from something loose, to something bad..
mechBgon has an extremely great site that shows pictures and details that can help you see which connectors, etc are correct.
http://www.mechbgon.com/build/benchtest.html
for the different card to be installed properly, it means that they are seated all of the way down, not on an angle for instance, not where some of the contacts are out. your actually best off testing with only 1 stick of memory in dimm 3 of the motherboard, with just the cpu and the video card, preferably with this outside of the case. now that we know the monitor is fine, its probably that something is loose or not connected, etc. is this your first build by the way? Im just curious..
the memory you have, what brand and model is it? is it something like corsair, etc. that has activity lights on it? are both sticks the same exact brand/model that came in a dual channel kit? make sure that when your testing the memory is properly seated, and try it out first with just one stick at a time in the 3rd dimm slot (that sometimes gets it to boot)
make sure the cpu was properly seated also, take it out and put it back it.
the power cables, there is two kinds for atx, the 20 pin and a 4 pin atx 12volt square looking connector that has a lever on one side that sort of snaps onto the motherboard, and you may have another that is similar to it but has rail like things on the one side that would get it to attach to the 20 pin connector which would make it atx2.0's 24 pin connector, your setup will use the 20pin and the 4 pin square looking connector that has a lever, without rail like things on the side.
http://www.mechbgon.com/build/cables.html can be used as reference. your video card, i dont know about the 6800xt, but my "6800" needs a power cable connected to it, you may have connector on the card, on the side that faces the front of your case, you can see that also on mechBgon's site.