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If the DVR is starting up and showing normal signs of life, but never showing anything on the monitor, then something is seriously wrong with it.
But first check
A. the cable... are you using the same cable from the DVR for all monitors you have tried with it?
B. make sure the monitor is set (if it has more than one signal input and a setting to select input sources or Signal Source) to the right Signal Source or input selection.
After which, it is safe enough to return the DVR promptly as defective merchandise, for an exchange hopefully if you are prompt enough in contacting the vendor or store and if the return-exchange period has not run out. If it has run out, the DVR should still be covered by the manufacturer's warranty, though getting redress via a warranty claim is long-drawn-out compared to a return-exchange or return-refund.
IF both the DVR and all equipment attached to it, had equal stable and well-connected grounds at the same voltage level, *and* if the DVR and immediately attached equipment were powered through surge protector(s), then the failure is that of circuitry that fails. It does happen. And when it happens with new equipment, aside from the precautions and care just mentioned, it is somewhat unavoidable. That is what warranties are for, or return-exchange terms.
Connecting directly with a computer to adjust settings - what settings would there be? a monitor is a monitor.
(Is there more than one possible monitor port on the DVR? if so, then that might be the setting to look for, of course: choice of monitor. ...but I really doubt it, and if there is really only one monitor port, then only one possible setting might need changing - if there is such a setting: the 'no monitor' setting.