First PC/NAS build - no HDMI output - PLEASE HELP

Hi, I'm attempting to build a NAS. This is my first PC build. I have put everything together and when I power on everything seems to start ok - fans spin and LEDs look normal and there are no beeps - but there is no output to my monitor that is plugged in to the HDMI port on the motherboard (I don't have a graphics card).

The HDMI cable and monitor work with my laptop.

Here's my build: * ASRock Rack E3C246D4U2-2T * 2x Micron 16GB 2RX8 PC4-2666V-E (2666MHz) ECC UDIMM RAM * Intel Xeon E-2224G CPU * 4x 4TB Seagate Ironwolf 3.5" HDD * 240GB Crucial BX500 2.5 SSD SA * CWT 650W Modular 80 Plus Gold PSU * ID-COOLING IS-55 CPU Cooler * Jonsbo N4 case

I have already tried: * Swapping the RAM into different slots, including trying just 1 card at a time * Reseating the CPU