I would check a couple things (based on past error.) First, as Retro grouch and JonathanGennick note, it is possible you are not connecting the pump to the stem correctly.
I have had two issues here: One, where I forgot to unscrew the valve stem (assuming you have presta) and the other where I didn't get the pump far enough onto the stem to depress it and open it. In both cases you can pump, but you are forcing air out your pump seals (which is not good) and nothing is getting into the tube.
The other question (assuming the pump is attached properly and the valve open) is that you have punctured the tube while installing the tire. If you can hear the air going in and coming back out ....
I fit is not one of these things ...
it is probably something else. Good fortune to you, I guess.