If the pump is clean and dry, it may not be able to prime. Advice is usually to soak it in a tub of oil before installing it.
But it does take a while to get pressure with a rebuilt dry engine and empty oil filter housing. You can take the filter housing off and see if you got any oil into it.
The pump draws from the sump then pumps into the oil filter, from there it fills the main gallery and eventually gets to where it's needed.
If you remove the filter housing and spin the engine (with starter, all 4 plugs removed, kill switch OFF to avoid arcing from the plug cables) you should get a pretty good gush of oil from the case hole beside the filter bolt hole. No gush? Check the pump, if dry get the internals coated with oil. Check the pickup tube for a good seal, air leaks there will cause it to fail priming and cause trouble if it does.