Make sure that fuel hose tight and secured and also make sure also you installed the fuel filter correctly (see the flow direction). If everything is okey then "turn the key on and off" (on only do not start) several times to get the fuel pump working. Again, do not engage the starter, just cycle the key. Actually this is what they called circulating the fuel back to the tanks and takes the air with it.

Make sure also that you have a fully charge battery if doing this cause a low battery wont do well even with a jump start. As long as the fuel pump good, you should be able to start the car.

Is this for the same car?