When you say it doesn't start does that mean it won't turn over or do you mean that it cranks but won't fire? If it doesn't crank, then as already mentioned make sure that the shifter/throttle is in neutral. There is a switch that won't let the starter crank if it is not in neutral (ask me how I know). Also make sure that the battery connections to the start battery are clean and tight.
If the starter and therefore the motor will turnover but the motor will not fire then the problem is most likely fuel related. With diesel engines there are only 3 things that won't let an engine that cranks not start and they are in this order 1-Fuel 2-Fuel 3-Fuel. Unless there is air getting into the fuel system the the only other problem is fuel flow. Make sure that the fuel shutoff valve at the fuel tank is open. The engine will run for a surprisingly long period of time with the fuel valve closed before the fuel in the lines is used up and the vacuum that is subsequently created stalls the motor (ask me how I know). Also make sure that nothing is obstructing the fuel tank vent. Check the fuel filter or filters and make sure that the filter bowls are snugged up to their mounts. If the filter bowl is not tight there may be air getting passed the gasket and causing an interruption of the fuel flow to the pump. Also if the filters were recently changed it is important to make sure that the o-ring seals are installed properly. If the seal is not properly seated this will allow air into the fuel system as well. One last thought, is there enough fuel in the tank? The fuel pickup tube is usually at least an inch or more off of the bottom of the tank so even though there may be fuel in the tank it might not be enough fuel for it to be drawn up by the pickup.
If all of this fails to bring results or you are feeling too overwhelmed at this point then find someone who is versed in diesel engines and let them take a look.
Eric