I woukl loosen a few injector lines at the injector end, crank the engine for a few seconds, and see if fuel dribbles out of the loosened end. If no fuel, then you do, indeed, have a fuel problem.
If that shows fuel, then I would suspect the glow plugs. If you have a volt meter, attach one lead to a glow glug, and another to a good ground. Watch the display when you turn the key to preheat, If it shows no voltage then you need to trouble shoot why the plugs are not getting voltage. If it shows voltage, then pull a couple of glow plugs--pick the ones easiest to get to. Use a heavy wire to connect them to the battery, and ground the other end and see if they glow red-hot. Be careful, they can cause severe burns.
I suspect you will discover the problem with one of the above checks.
If it all these checks are good, and it still doesn't start, then I would suspect that the battery/ starter --the engine is not spinning fast enough to start.

Keep us posted on the results.
Michael