You have received some good answers. The reasoning can be expounded on.
1)-If a filter has a one way check valve in it the fuel will only travel one way. There usually is a line with an arrow pointing in the direction of fuel flow. This will be towards the engine. If there is not a check valve the engine would crank and run but the filter would not function. It is a good idea, if a problem occurs after a repair, to suspect a mistake and check this first.
2)- the key does need to be cycled on and off a few times to fill the fuel lines. However, you may have an air lock that can prevent the fuel system from priming up.
3)- there is a fuel system test valve(looks like a valve stem) on or near the intake. If the filter is correctly installed, and the key cycled, and the vehicle still won't crank, try bleeding the fuel rail while cycling the key.