Your car does not come with a lift pump (fuel pump), the kind that you would hear like a gas car before starting. So unless you added one you wont here one :wink:
Where I would start diagnosis is you know the car ran fine before, and you aren't gonna lose compression in an afternoon while it sits there, so if it always started and ran fine before, you can rule loss of compression out. Now even if your glowplugs dont work the engine will fire to life after a bit of cranking, so dont worry about your glowplugs. So now we are into the last 2 elements to make your diesel run, fuel and air.
AIR: Did you take off the airbox, turbo inlet, turbo to intake manifold connection or if you have an aftercooler any of the plumbing lines... IF a rag or who knows what got sucked in somewhere and your engine cant breathe its not gonna run.
FUEL: First things first crank the car over and crack the 17mm union nuts on top of the injectors to see if fuel is comming out, you can do this yourself, make sure the injectors are dry, crack them open and go hit the starter. IF you have no fuel comming out read on.
You know you have no fuel going to your injectors, which means for some reason the injection pump is not distributing fuel, so start from the bottom and work your way up, the fuel comes from the tank/fuel filter.
First things first remove your filter drain it, than turn the plastic know ob the bottom and drain the water out of it(if you have not done this before get in the ahbbit, its a water seperator, takes the water out of the fuel, this should be apart of your regular maintainence program (do it every time you change your oil, or at least I do). Fill the filter with fresh diesel fuel and the injection pump inlet line ( the line that goes into the pump clostest to the timing belt). Try cranking it over again and see if youa re getting fuel yet. If not get a shot glass and fill it with diesel, put the line that sucks fuel from the filter (the inlet line you just filled right) into the shot glass and get a buddy to crank it over and see is it is sucking up any fuel. It likely isnt and now you are looking at a shot or disconnected fuel solenoid.
ok so now look at your injection pump, you can see where the 4 fuel lines come out of the pump, the 4 lines are connected to a piece of the pump called the distributor or head assembly, you can see it looks a little different and is likely quite rusted as it is made from steel and not aluminum like the rest of the pump. Anyways, you right on top of the head assmbley you will see a little round unit threaded in with an electrical connection on top, make sure it is connected. Check to see it has power, if it has power and it is connected and you still arent getting fuel you need to replace this piece, your fuel cutoff solenoid.
Holy smokes long post, K basically to sumb it up from what the info you have given the first place I would check is your fuel filter, if thats all cool than I can almost gaurantee its your fuel cutoff, actually I can pretty much gaurantee its the cutoff right now, but yeah I wanted to type this all out for you so not only can you fix the problem but you gotta think, start at the roots and work your way down, noted how I started with the 3 elements to the diesel engine: fuel, air, compression.
And yeah I know there are otehr ways to go about diagnosing stuff faster but note how most of these instructions were given for someone who has minimal tools or knowledge. Its so you can learn it yourself, nothing is better than fixing a problem yourself and savin that extra cash for something better.
