First of all - Keep Calm - there is a reason for your "failure" but we need some more Informations.
If you Power On your Pioneer DDJ-SX with Power Supply Plugd the Unit should Flash all LED from the Top of Unit straigt to the Pads
(like this in this YouTube video)
https://youtu.be/mc7WtZD9bbY?t=62
If thats not the Case, your Problem could only be an Hardware Fault ore an Fault Power Supply.
If its Working Normal, Try to Connect the Unit with your PC (Windows?/Mac?)
If your Operating system Detects the Unit (Installs the Driver etc... ) The Unit should Stay in Operating Mode with Some LED Lighting ON and Most LED are OFF.
After that, start Serato - wait until it finaly Start Up and Try to Push the Master CUE Button, it should LIght UP.
If so - The Unit should Work "Normal"
also take a look on Page 29 Troubleshooting section in your Manual ore here
http://docs.pioneerdj.com/Manuals/DDJ_SX_DRI1094_manual/