Keyboard has a purple round pin connection, the mouse is USB

Is there any way of testing the MB and Processor

A PS/2 Connected Keyboard not receiving power (lights) is one way. The other is if the processor starts to heat up (not extreme heating and not cold like a chunk of metal)

There are test rigs that can do this and test points, you would need a volt meter to check these areas.

I have just had it running, it does recognise the keyboard, but how hot should the heat fan above the CPU get as mine is very hot, if it got any hotter you wouldn't be able to touch it as it would burn you. After a couple of seconds, it is pretty unbearable on your finger.

You stated all parts are new, and all fans are running. Is the CPU cooling fan installed correctly? The air flow should be directed towards the CPU heatsink, not away from it. If all parts are new, dust buildup in the CPU heatsink shouldn't be part of the problem equation.

Sometimes disconnecting ~everything~ and starting over clears up these type of problems.