I installed a brand new battery and nothing is happening, no lights, no horn

Check to make sure the power is getting to the fuse box, or starter. Check the ground cable mounting point on the engine. Remove it and clean mounting surface, at all grounds. Make sure the battery cable ends are good and clean. Check the main fuse. Just a start.

Some batteries come with protective caps, because of its color the negative side can sometmes be overlooked and it may still be there between the negative post and the ground battery cable.