Hello, I hope the following assists you.
Yes you do need to bleed the fuel system when the fuel filter is replaced, ideally this should have been done before trying to start the engine.
To bleed the system needs an inline hand pump fitting such as http://www.ebay.co.uk/itm/Draper-Expert-Fuel-Line-Filter-Hand-Priming-Pump-Diesel-Engine-Tool-43986-Primer-/380756070544?pt=UK_Hand_Tools_Equipment&hash=item58a6d49090
you fit the pump to the connector on the fuel filter that goes to the fuel pump, to start with just connect the primer to this and pump it until diesel comes from the primer, once this happens connect the pipe to the other end of the primer so the primer is in the fuel line from the filter to the pump. Again pump the primer until it becomes stiff then have an assistant crank the engine while you pump the primer, the engine should then start, once running allow it to idle for a few minutes before removing the priming pump.
As the engine ran after the filter change there will be a lot of air in the system so without a priming pump you will struggle to get it going. It's not recommended to just crank the engine over to try to bleed it, this doesn't usually work, flattens the battery and can cause fuel pump damage.
I hope this helps but if I can assist further let me know and I'll reply as soon as I can.