Yes, You can test your new motherboard without HDD by installing the CPU, CPU heatsink, and RAM and connecting only the 4(+4) pin CPU power and 20(+4) pin motherboard power cables to the power supply Unit (PSU). You should connect a mouse and monitor to the motherboard. Then, depending on your motherboard, you can press either F10, F2, F12, F1, or DEL to access the BIOS. There, you can check the temperature of the CPU, which shows how well the thermal paste was put on.