Does a power supply have to be connected to the motherboard to turn on? The reason I'm asking this is because I got me new PSU today, plugged it in, and flipped the switch to one and nothing hapenned is this OK? Note the PSU was connected to nothing.

Yes, it does have to be connected to a mobo to power

Yes thats deff normal.

Now It you wanted to , you could test teh power supply by hooking up about 2 fans to it or something of that nature and connecting the Green wire to any black wire on the ATX p1 connector using a Paperclip or piece of wire

sort of

you can jump the wires... but for the most part it needs to connected