Ah those pesky magenetic filters can sometimes unstick during transit. All you need to do is sort of stand it up against the inside front, so it filters the dust from the fans bringing any dust in. They are removable like that so periodically (whenever you feel it needs it) you can remove the filter to remove the dust and pop it back in.
So just as it is there, lift up the top and it should magnetise against the front of the case.
Firstly, it would be worth a look at this support doc just to make sure everything is connected in the right place. It's a bit more aimed at no display whatsoever but it also notes where things should be connected which may shed some light.