The fuel pump should be under the hood near driver side firewall. If it works, you will hear it click when running.
Lift the hood and try to run the heater, have someone listen for clicking.
The suppressor diodes between the pump and "hot" can also go bad. This happened on mine after using the heater a few times.
A quick bypass of the diodes told me my pump was still good, so I rewired the pump minus the diodes and voila.
My truck has two valves under the heater, one for a drain valve and one for supply to heater.
Start with the pump check and then proceed to check valves if the pump is working. The fuel filter for the engine is not used for the heater, so don't even bother messing with it. The only filter is in the heater assembly.
The fuel line for the heater branches from the main line under the passenger side frame rail beneath the cab. From there it goes to the electric pump, then back to the heater.