everyone is telling you things to check but some are not explaing WHY to check those things.
The fuel injection system is NOT a complex technology, so dont get frustrated.
Try to explain how it works to you. When you turn the key on you should normally have a 2 second prime to the pump, that signal is requested from the ecm. Then when you start to crank the truck the pump should be receiving its power from the RELAY. After the truck starts and maintains atleast 4 psi of oil pressure, the fuel pump relay will disengage and the oil pressure sensor is now commanding the pump on. 89s posted the schematics above i will try to help you through them.
BLK/WHT wire is your Relay ground. To test that wire simply atach one end of your test light to to positive bettery terminal. If the tester lights then move to the next wire. If the tester does NOT light you have an open circuit on that wire.
ORANGE wire is the constant power supply from the battery, when the relay trips this wire send power to the fuel pump via the TAN/WHT wire. To test this wire simply hook 1 end of the tester to the Negative battery post, and the other end to the orange wire, If the tester lights go to the next circuit, If the tester does NOT light you have an open circuit in that wire (Typically) the fusable link.
DK GRN/WHT wire is the signal wire. when this wire receives power from the ecm it completes the circuit in the relay , which closes the switch in the relay. To test this wire, its safest to use a multi meter when testing leads directly connected to the ecm. But if a test light is all you have then its what you got. Connect 1 end of the tester to NEGative battery terminal, and the other end to the DK GRN/WHT wire, NOW have someone crank the truck, if the tester lights or shows voltage thengo to next wire. If the tester does NOT light then you need to check your ecm or possably your ignition switch.
TAN/WHT wire. like i mentioned before this is the wire that send the voltage to the pump, so to test it atach 1 end of tester to the NEGATIVE battery terminal and the other end to the TAN/WHT wire. Have someone crank the truck again, If the tester lights up. On to the fuel pump connector test. If the tester does NOT light up then you have a faulty Relay.
RED wire. This wire is a fuel pump prime Wire. Basically its there for diagnostics purposes only, you can atach a fused jumper wire to this wire and atach it to the battery Positive post and it should turn the pump on, CAUTION DO NOT ATTEMT TO DRIVE IT with the pump HOT wired like this.