There's not a whole lot to go wrong with an oil pump, so I doubt you could have put it together wrong. It sounds like it is just dry, so cannot draw enough vacuum to lift the oil. You have to think of a way to "wet" the pump, and it should start drawing fine. Some options are mentioned above...others off the top of my head are:
Open a passage to the oil gallery and pour oil down it, which will find its way to the pump at the bottom...something like the tappet block, or even removing the oil filter and shooting oil down the hole...
Ad too much oil and/or tilt the car to get the pump below the level of the oil in the pan...
Spin the pump shaft for several minutes...time is not a factor, but speed is. You need enough vacuum to lift the oil, and it will lift slowly.
Remove the filter and put a vacuum to the hole leading to the pump to suck the oil up.
Of course, the next time, it is advisable to use grease or thick oil to prime the pump during the installation...in any engine where the pump is above te level of oil in the pan.
Best of luck!
John