From your description, it sounds like it will crank but not start. In a diesel, this means that you are not getting fuel into the cylinders almost all the time.
Start with the simple stuff. Is there enough fuel in the tank? Is the shutdown in the correct position? Are all the fuel lines properly hooked up?
Once the obvious stuff is done, you should start working on the less obvious. A common cause of this problem is a small air leak in the fuel system which has allowed air to enter your fuel system. Try cracking a fitting on the IP side of the fuel pump and see whether you are getting a steady stream of fuel or whether there is any air involved. Keep moving down the line and checking that you get good fuel flow until you have loosened a few injectors. Once you tighten these up so that they fire, it should start.
From time to time, there is actually a mechanical problem that causes this but it is almost always either operator error or an air leak. Don't be afraid of cranking with a lot of throttle.