Are you able to enter into BIOS (Pressing F2) during boot up? If the stick doesn't even enter to BIOS setup, I would suggest that you send it back as I assume it is under warranty.
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Try this press and hold the power button down for 3 seconds. Release it before the 4-second shutdown override. If you get anything on the screen, I suggest doing a http://www.intel.com/content/www/us/en/support/boards-and-kits/intel-compute-stick/000005902.html BIOS recovery.
You can download the latest BIOS version here:
https://downloadcenter.intel.com/download/25506/BIOS-Update-FCBYT10H-86A- Download BIOS Update [FCBYT10H.86A]
If you can do the BIOS recovery try to see if you can access Windows, if this does not work then contact http://www.intel.com/content/www/us/en/support/contact-support.html customer support.