I have installed a new motherboard and new power supply. When trying to power up for the first time it does nothing no power anywhere.

Hello thunderplus and welcome to the PC Guide :)

Download my diagnostic flowcharts from here
www.erniek.eclipse.co.uk/downloads/sylvanderdiags.zip
and print them to leaf through.

1. Begin on the START UP chart.
2. The PC appears dead so you will be directed to the SYSTEM chart.

SYSTEM
a) Does the PSU fan run? I'll assume NO.
b) Are the PSU voltages correct? I'll assume NO.
c) Disconnect all peripherals & adaptor cards, but LEAVE THE MOTHERBOARD CONNECTED if you have an ATX motherboard [see http://www.compute-aid.com/atxspec.html as note 1 on SYSTEM chart]. Does the PSU fan now run? Probably not, and you have a faulty board or PSU. If so it's going to require someone with "extensive electronics training" to find the cause and fix it.
The links in note 1 Explain the problem with regard to ATX boards.

How do I check the voltage. This is a New power supply and new motherboard from tigerdirect.com

I don't possess that expertise and I presume you don't either.

If you start a new thread with that title and refer to this thread others who do may explain how it is done [if it's reasonable for those not trained in electronics to attempt it].

You might find it's not half so difficult as you'd think and with care you may learn how.

Luckily, so far I've never had to do it.

To change topic:
It may be that one of the connected peripherals is causing a power problem [a short perhaps], and that disconnecting all of them will disconnect the one causing the problem.

I had a similar problem once, what you might find as the problem is your wiring connections. Make sure that you have the power switch from the case plugged in to the motherboard correctly. If it still doesnt work test the power supply by connecting the green "on wire" on the 20 pin ATX connector with any of the black wires on the same 20 pin connector with a paper clip and turning on the PS, if the fan spins your PS is fine. Also make sure that it is set on 115V or 230V correctly depending on where you live.

You may find this interesting

http://www.firingsquad.com/guides/power_supply/page2.asp