The steps you took are not appropriate because the cell you want formatted is not the trigger cell (presumably won't normally be blank). In your case you want formatting to apply to one set of cells according to the status of various other cells. I suggest with data layout as shown in the image (and with thanks to @xQbert for a start on a suitable formula) you select ColumnA and:
HOME > Styles - Conditional Formatting, New Rule..., Use a formula to determine which cells to format and Format values where this formula is true::
=AND(LEN(E1)*LEN(F1)*LEN(G1)*LEN(H1)=0,NOT(ISBLANK(A1)))
Format..., select formatting, OK, OK.
where I have filled yellow the cells that are triggering the red fill result.