If you want to check the fuel pressure, I wouldn't go disconnecting the fuel filter. This would be extremely messy if you do have a working fuel pump. There is a schraeder valve (just like a tire valve) at the end of the fuel rail on the engine. You can check fuel pressure there without having to disassemble anything and getting fuel all over. Of course, many other failures could cause a no start condition, crank position sensor, cam sensor, etc. Some of these have been covered recently. Regardless, start with the basics, fuel and spark.