I take it you can hear the gas burning, right?? It makes a roaring sound.
Did you fill your hot water tank with water?? You have to open the hot spigot on the sink and run the pump (after filling the fresh tank) until water comes out the spigot.? Alternatively, and a better way to do it, is attach a hose to the city water inlet, turn the hose on, and then open the hot spigot.? It will take a few minutes to fill the hot tank with either method.
There's also a chance you have a hot tank bypass for putting in antifreeze for winter storage.? I don't think the factory installs one, but I mention it so you can check.? A bypass consists of a hose that goes between the 2 water pipes going into the hot water heater, and some valves on the hose to divert water flow.? Let us know if you have that.
The bad news is that if you ran the water heater burner without water in the hot tank, you can damage your heater.? But hopefully you haven't done that.
