"I pulled the line off and oil came out the fitting when the pump was turned but nothing goes into the line when it is reconnected"
And to D55Dave, he's already turned the engine over enough to wipe the breakin lube off by turning it to try and get oil to the top.
To the OP, Prime it again and check the gauge itself for a reading.
If it shows any pressure at all and you have no oil on the ground under the engine fire it off.