Ok! Forst off, welcome to the site! Glad to hear you bought the right kind of truck to start with!
I am going to copy and paste this....it's pretty much what you do when your IDI won't start lol
This is what I posted before when another member's truck wouldn't start.
NO starting? IDI Diesels need a couple different things to make fire. Good compression, a good fuel supply with no air in that fuel system, and a working glow plug system.
First, let the truck sit for a while, and go SLOWLY remove the fuel filter. You will be checking to see if it's full to the top with fuel. If it is, remove the filter and dump it into a clean container....(lighter colored or clear) Look for particles or any other junk in the filter. Replace with a new filter.
Completely fill the filter with a diesel fuel additive (howes, diesel kleen or automatic transmission fluid) before installing on the truck.
Once this checks out, move to the pump. There are 3 wires on it. The back wire is the timing advance wire. The wire on the driver side of the pump is the fuel shut off solenoid. Remove that plug, and hook a wire to the battery's positive post and touch it to this contact on the pump. Verify it is making a clicking sound. If it clicks when the temporary wire is hooked up, the FSS is working right. Replace the plug from the trucks harness and verify that it is getting power to the pump that way. Use a voltage meter or a test light.
While the truck is cranking, open a couple injectors at a time and bleed them so fuel squirts out. Do this to EVERY one of the 8 nuts on the injectors, cranking for 20 - 30 seconds at a time and letting the starter cool a bit between cranking sessions. You will be removing ANY air in the lines, make sure to do this AT THE INJKECTORS lol.
Now that this is all done, and we are sure there is no air in the system, you should check the glow plugs. Get a test light, and hook that to the positive terminal of the truck's battery. Then, one by one, take the wire of the glow plugs and touch the test light on them. If the test light lights up, the plug is good. If the light doesn't light up, it's time to replace that glow plug. MOTORCRAFT/BERU plugs only!!! Trust the wisdom of the majority on this!! I am a victim of buying cheap plugs myself....now I have 8 Motorcraft plugs.
Once you have 8 good plugs, it's time to check to make sure you are getting 12V at the plugs. Have someone turn the key to the "run" position while you check the GP harness. Ground out the test light by hooking it to the negative of the battery and touch the test light on a plug that connects to the GP's. Make sure the others are hooked up or it won't cycle long enough to decide that the relay is closing.
This should get you started on trying to track down the problem.
Don't be scared to ask questions on here, that's what we are all here for!
I would first run the jumper wire from the positive side of the battery to the FSS (Fuel shutoff solenoid) and make sure it is working. You said you had no fuel at the lines, so this is where I would start!