Well, think about it. Normally, when you plug your computer into the wall without pressing the power switch in the front, nothing happens.
Seriously, try it. Shut down your computer, unplug the power cord, and then plug it back in. Does anything happen? No, nothing happens. It doesn't do anything until you physically press the power button on your case and allows the circuit to complete and your system to power up.
It would be the same even just sitting out of the case. It's virtually the same thing. If you plug JUST a PSU into an outlet without any button to allow the circuit to begin or complete nothing will happen. I suppose if there is some sort of indicator light or something on the PSU then that will turn on, but the fan shouldn't start turning or anything like that. As far as I know...