It will stay on long enough for you to see the splash screen, at least. Thermal throttling will already be kicking in for the CPU at this point though, so don't expect it to boot into Windows.
🙂 This is certainly something which you should avoid doing, if possible.
(If you
must test for proper POSTing/installation of core components before mounting the cooler, then I would at the very least suggest holding a copper or aluminium heatsink against the CPU manually while doing so. This way, your CPU won't be cremating itself as soon as the power is turned on, and you will certainly have enough time to access the UEFI menu before the heat builds up to any significant levels.)
| MB: ASUS Rampage IV Extreme | RAM: 8x8GB Corsair Vengeance DDR3-1600 (CL10) | CPU: Intel Core i7 3930k (4.2GHz, -0.005v) | GPU: 2x ASUS GeForce GTX 1080 FE | SSD: 2x Crucial MX300 750GB | PSU: Corsair AX1200 |