If it's turning over then the problem is most likely a lack of fuel. Look at the circuit diagrams if it has an electric solenoid fuel shut off. Turn the key and see if it clicks open. If it doesn't, then there may be a switch that isn't closing in the safety interlock system.
If it does click open, you may have an obstruction in the fuel delivery to the injection pump. If it has a lift pump, is it turning on when you turn the key. Is there adequate fuel coming from the tank to the fuel filter and from the fuel filter to injection pump. You could have anything from a clogged fuel tank strainer to a plugged fuel filter. A fuel line can be pinched, etc. Make sure the fuel line connection are snug so you can't suck air.
If you change the filter (plugged filters are probably the most common cause of no starts), remember you have to get all the air out the fuel filter and lines so get your ownersmanual and see it's recommendations for bleeding the fuel delivery system. If you don't have one,get one. In the mean time get back here and i'll get you some general instructions.