I replaced the fuel pump in my 2002 windstar and it will not start. Is there something I did wrong

check the fuel cut switch, if ok you'll need to check power from fuse to ignition, to relay from there across fuel cut to fuel pump.

reset the fuel cut off switch
1999-2003 Reset Button location

The switch is located inside the jack storage compartment found at the right rear corner of the vehicle. Remove the cover and it is behind the thin "foam" covering inside the compartment towards the rear of the vehicle.

It has a red button on the top of the switch, make sure the button is fully depressed. If it is and the vehicle still won't start check fuel pressure at the rail (there is a port on the rail which is under the hood on the engine) with a fuel pressure gauge. If the pressure is ok (about 30 psi) the problem is most likely not fuel system related.
The emergency fuel pump cutoff switch, also known as the inertia switch, cuts power to the fuel pump in the event of an accident - even a slow speed one - any sudden "jolt" can trigger the switch.

Check the fuel pump fuse and relay. You should be able to feel/hear the relay click when the ignition switch is turned on by an assistant (while you listen/touch under the hood near the relay)

If not, remove the relay and use a test light ot check for power at the relay socket. (two wires should have power) If not, suspect fuse of wire which supplies fuse with power.