Thanks for the help. I will try also with a 8 pin adapter, I think this could be the issue.
From PICO to CPU power.... you only need to stick that 4pin male on the right-hand side of the 8pin female slot.
The first 4pin female on the left-hand side is left un-used. In this case, a converter is not required.
The blinking green LED at the back seems to indicate that it doesn't detect full 220-240volt current.
The Deltas, as I understand works only with 220-240v current - and doesn't work for 110-120v.