First, you'll want to make sure that things are grounded properly. If that's OK, then make sure that you have power to the B+ terminal at the plug for the regulator. Alternators have to have a signal voltage in order to operate. No power at that terminal, aand the altenator won't work.
One more thing, make sure that the battery is fully charged. That can cause a similar problem because the voltage signal to the regulator will be weak. Unlike a generator, an alternator will not recharge a completely dead battery. So it does have to have at least some charge to it to allow the alt to do its job.
