When pressing the power button, does the D-pad blue led light come on?

I don't have the details what does that tell... but if you do not even see that happening it seems it really is seriously broken. If the light comes on then it tells that it does get power, power button is operational, and some code is running in the ARM-core. (Assuming the light is controlled by the CPU.)

If you do not see this light, then I'm afraid it is HW problem and need to be sent to Nokia for repair...