did you prime the pump by hand ? there is a pump on top of the filter that needs to be pumped to fetch fuel up from the tank.
also, you may need to "bleed" the whole fuel system to get any/all air out of it.. bleeding the one injector wont cure the problem if there is air in there. bleed it in the same way you would a braking system. turn the engine over and release the locking nut on the injector. be sure to lock the nut before you stop the engine turning. you dont want to suck air back into the fuel line.....
the fuel solenoid will be on or near the pump. it will more than likely have a single brown wire bolted to the top.
did you check your glow plugs ??