Did you insert the provided SD card into the slot before powering it up?
With a piece of hard plastic or wood (or with a metal flat-head screwdriver, being very careful not to touch any of the surrounding pins or components apart from the USB micro connector), try pressing the button at the back of the USB micro connector while the board is being powered. This may cause it to start ( for unknown reasons, but I have seen this happen at least once on a BeagleBone, so worth a try).