Nowadays they need a lot more to start e.g., immobiliser off, cam and crank synchronisation, sufficient cranking rpm to produce sufficient pressure in the rail before the injectors will be fired.
OP still hasn't confirmed if there are lights on on the dash.
First of all when you turn the ignition key to the first position the key light on the dash should come on then turn off. If it goes off the immobiliser is OK. You should also hear the lift pump running in the diesel tank for about 20 seconds after you turn the key the first position. This is located under the cover by the passengers feet so listen in that area. If no lift pump running the next thing is to try resetting the inertia switch on the firewall behind the battery.
If the lift pump is running and the immobiliser light is off and there is no code light on then the next thing to think about is does the battery have enough charge to turn over the engine fast enough to produce sufficient rail pressure. If the engine is d turning over slowly it won't start if you suspect this then try jump starting from another vehicle.
With all that said glow plugs are not required to start in this kind of weather so the cynic in me thinks the seller may have been aware of starting issues when they sold the van. If the previous steps were unsuccessful the next port of call for me would be read the error code and check the leak off from the injectors.
