Thx for your help!!

I will give it another try this evening with one molex which is directly plugged into the MB and the gc as well.
After this I will try another PSU as well. Unfortunately there was no time to "play around with it".

But another question:
I was reading a lot of "how to's..." within the last days.
In one of them they were talking about the Windows installation. They formatted the ssd with GPT?!
1st - I don't know how to do it, because I just plugged in the usb stick and did the installation as usual.

I have also tried the other pci-e slots but nothing happen as I would wish to.
The fans are spinning around and the LED lights are on too.

This is really frustrating ...   To be honest it is very first "pc build" which is faulty since 1993. I never had issues like this

Edit:
Another question regarding the riser card:
There are a lot of power connections on this card.
What are they for?
There is also another 6-Pin connector with following description: "PCI-e 1x to 16x"
I haven't had giving them a try yet