There could be a couple of things going on here. The first is that these engines were old-fashioned mechanical fuel-pump units, so they need to be primed. That involves getting all of the air out of the system before they can start to pump diesel again.
From memory, there’s a manual priming pump in the engine bay (I think near the fuel filter) and the idea is to hand-pump the primer until the plunger starts to feel solid (meaning there’s fuel, not air in there) and then crank the engine till it starts. It can take some time, though. This is precisely why it’s bad form to run an old-school diesel completely out of fuel. Make sure your battery and starter motor are up to the job, too.
The other possibility is that the new pump needs to be timed to the engine. In these set-ups, the pump not only creates the fuel pressure, it also provides the timing for each injector to fire into each cylinder. If this timing is out, the engine won’t run.
Beyond that, look for blocked filters, air leaks in the fuel hoses and blocked fuel lines from the tank. And if in doubt, take it to somebody who knows what they’re doing, because having high-pressure fuel spraying around the place is never a good idea.