Hi and welcome to the forum.
What make/model pump did you get and same info for your filter? When you first kick the pump on do you see any movement of the pressure gauge needle? Usually you'll see a spike in pressure until you get all the water in the pipes moving. This will give you some idea if the pressure gauge is stuck at zero. Run this test.....turn the pump on and let it run for a minute until the flow stabilizes. Then shut the pump off for 5 seconds or so then turn it on and watch the gauge for movement. I'm suggesting this sequence in case you get any air in the system and the pump doesn't have a full charge of water when you start it. If you have any air the pressure will rise slowly and you won't see this spike I mention. Shutting it down for only 5 seconds pretty much guarantees a solid charge of water on restart. For example when I turn mine on I see a spike to around 23 psi and then it quickly drops to a stable 15 psi.
Al
Al