PSU Woes

First time builder here and I have a question concerning a power supply I bought. Is it normal for the unit to not work unless connected to a motherboard? When entirely disconnected to all devices, plugged in, and set to the correct voltage it does not seem to power on at all; no heat is given and there is no noise. Am I missing something? Does it need to be connected to a motherboard or do PSU's take a while to kick in or is this bloody thing just DOA?

ATX power supplies have a motherboard-controlled electronic switch. The switch on the back doesn't actually power it up, it's more like a killswitch that cuts power before the ATX switch.