If playing a string on your guitar produces no sound from the amplifier, there are a number of things that could be at fault. First, check all of the obvious stuff: Is the amplifier turned on? Plugged into a working outlet? Turned up to a reasonable volume? Is the guitar volume switched on? Have you tested it over very low and high volume settings? (If you wire it just wrong, turning the volume knob "up" can make it get quieter; see "My Volume Starts Out Loud") Are all of your wires connected? Have any of them broken loose?
If none of these things are the problem, your problem is probably with the wiring. First, check to make sure that you followed the wiring diagram correctly. While you're at it, check all of your wiring connections. See if any of the wires are short-circuited (meaning that the bare metal from one wire is touching the bare metal of another wire, or a big blob of solder is bridging the two separate connectors for two separate wires; the red-coated part of the pickup wire does not count as "bare metal"), or if any of the joints have come disconnected. If the problem is with solder, go back in with an iron and re-solder the broken part; if the problem is with a wire, either replace the wire or tape over the problem. If you have a short circuit, put tape between the two wires that are short-circuited; if you have a loose connection that you don't plan on soldering yet, twist the wires together and wrap tape tightly around them. If you're feeling geekey like me, you could go out and find some fancy electrical tape for this job, but it really doesn't matter in the least what kind of tape you use, except that electrical tape comes in different colors so you can use it for decoration as well.
If that's not the problem, you probably have a bad component. Dig out your multimeter, and set it for resistance (ohms). 20 kω should be about right, if your multimeter needs a range setting. Try connecting it to the two wires of the pickup; if you measure infinite resistance, you managed to destroy your pickup somehow, probably by breaking a wire in it. See My Pickup Doesn't Work for more information.
If you still can, unwire the volume control from the rest of the circuitry. If you've completed the physics section, there are instructions there in how to test the volume control; run them again, although you needn't test with nearly as much precision. You just want to get a rough idea as to if the knob works or not. If it doesn't work, that's your problem; you need a new volume knob. If it does work, re-wire it back into your circuitry and test your guitar again (sometimes just unwiring and rewiring stuff can fix these problems; in any case, it's worth a shot).
If that doesn't fix it, try testing your amplifier and guitar cable with a guitar that you know works. Sometimes, cables do go bad, especially if they have been stepped on a lot, wedged into sharp corners, or stressed significantly. Amplifiers also go bad on occasion, as do machines of any sort that deal with significant amounts of energy, especially kinetic energy (including sound). If the amplifier and the cable work with another guitar, there is really only one other possible source for your problem: the ¼ inches jack connections.
There's no great way to get at the ¼ inches jack; you have to either remove the tailpiece somehow or drill into the cavity for the jack from the back of the guitar. Once you've gotten access to the ¼ inches jack, check all of the connections. Again, make sure that there are no short circuits, and that all wires are connected.
That should fix your problem. If following these steps doesn't fix your problem, go back and make sure you followed them all completely; there really isn't anything else that can go wrong with a guitar.