The brute-force test for stop solenoid is to unbolt it from the front of the engine block and then see if it starts. If it does start you'll need to use the manual stop lever to stop the engine. Also, if it does start the problem may not be the actual solenoid' it could be the relay or key switch. But before you unbolt anything, try some other tests.
So first, turn the key switch to ON; you should hear the distinct "clack" of the stop solenoid retracting (much louder than any relay). Then crank the engine briefly. Then listen as you turn the key to OFF and you should hear the stop solenoid extend, again with a distinct "clack." If you don't get that last clack it means the stop solenoid "dropped out" while you were cranking and the key switch is likely the cause; the "hold" coil is powered directly by the key switch (no relays involved).
If the stop solenoid checks out (by ear) check the glow plug voltage. You should see close to 12v at the bus bar that connects the tops of the plugs as soon as the key is turned on (with a cold engine) and also whenever the key switch is in the glow position. My DK won't start in winter without a good glow cycle. There is a glow relay that can fail even though the glow light on the dash will look normal. Also, I've had key switch problems which caused faulty glow.
Try squirting some WD-40 or (even better) contact cleaner in the key slot and cycling the key switch several times. That has fixed (at least temporarily) key switch issues for several owners. The key switch can be disassembled (with great care) and cleaned or completely replaced, but try squirting lube in it first.
You need the starter to spin the engine at a good rate to start a Diesel, especially in cold weather. Unlike gas engines, Diesels need a rapid compression to start. If in doubt, charge the battery or jump it with a really healthy battery and good cables.
If the stop solenoid, glow plugs, and starter are working correctly you may have the dreaded injection pump failure but I have not read of this in models newer than 2008, so that's unlikely, IMO. If you get to that point, there is a very simple test for a jammed IP but you need to remove a cover plate from the engine block.