Willl has provided you good info...
1) You might need to ground solenoid to get it to work, If there is more than one wire going into solenoid, then I suspect you won't have to ground it.
2) On some solenoids the plunger is not captured. It is spring loaded and when you remove it from the pump.. the plunger can spring free, along with the spring... these can be hard to find if you drop them... be careful.
3) Yes it should be fused, but if the coil is open.. then there will be no current draw and no blown fuse, also no activation of solenoid.
4) If you have a voltmeter, the first thing I would do is unplug the solenoid, turn on the key, then carefully measure between each pin on the wire connector and ground. One pin should have 12 volts DC on it, any others I would expect to show zero volts. Don't short any pins together with your meter leads.. otherwise you could be changing fuses. Turn key off before plugging solenoid back in.
5) If you have 12 volts DC at the wire connector, then you need to see if you have an open solenoid.
How many pins are on the connector?