The fan is connected directly to the power supply, so that will come on when the unit is first turned on.
In the boot process, the video drivers are loaded by the BIOS first so everything can be seen on the screen. However, even without memory in the computer, the screen should at least come on to show something. I've been working on computers for many years and one thing I know from past experience is that when the memory goes bad, it can cause the computer not to start at all.
I took the hard drive and memory out initially to see if the screen would at least show something, but nothing shows.