The first thing I always check is the temp of the freezer. Needs to be 0-5 deg. F. for the ice maker to cycle correctly.
What state was the old ice maker in before you replaced it? What direction where the fingers pointed? Was it empty or did it have ice in it?
If the old ice maker did not fill with water and your freezer is in fact in the 0-5 deg. F. range I would check to make sure the water inlet tube is not frozen shut blocking the flow of water to the ice maker.