Is it an E-Machine?
Is it like you just get the POST screen and stop there? Maybe the motherboard'd logo or that of the assembler.
Check if there is even a hard drive inside.
If not, return it to the seller and ask for your money back.
If there is a hard drive, it's probable that there is no operating system installed.
Get an install media and boot from it.
You'll need to set it to boot from a CD/DVD or USB device. Hit the Del key, the F2 or F8 key to enter the BIOS configuration. If you see something else near the bottom of the screen about entering BIOS setup, or just "To enter setup", use that key.
Set the boot sequence so that is start from your media, save the setting and restart with your media present.
You can legaly get the Linux OS for absolutely free. Take a look at http://distrowatch.com/.
Download the ISO for any distro, burn it to a DVD or make it into a bootable USB drive.
Boot from it and follow the onscreen instructions.
You may also look at installing Windows. If you already have an installation DVD, you can use it.
You may need to buy your copy.
Just DON'T install Windows XP, it's no longer supported and getting prety unsafe, unless you NEVER EVER connect to ANY network that may have any internet connectivity.
Electro, December 2014