First, turn the key on and let the fuel pump build up pressure.
Did you hear the fuel pump? It is located in the fuel tank, so it may be pretty quiet. If you did not hear the pump, check fuses first.
If the fuses are good, there is a slim chance the collision safety switch may be tripped. Follow the directions in your owners manual for resetting that switch and try the first step again.
Once the fuel pump cuts off, try starting the vehicle.
Assuming the fuel filter went in the correct way (they are designed to go in one way) everything should be working fine.
The only other option would be air in the injectors, and the only way to remove that is to keep trying to start it, or bleed it from the fuel rail. (Mechanics job).
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