If your pump has a recirculate setting, and I believe it does, try that too.
To bleed the air out of the hoses, turn the pump off. Then lift the hoses up starting at the pump and work towards the pool so that any air trapped in them can escape back into the pool. You'll hear or see it bubbling back thru the intake/return. To release air trapped in the leaf strainer, loosen the clear cover on top just enough to let the air seep out. It's okay if there's a little left, but the port on the side that goes to the pump should be completely submerged. Get out as much air as you can.
Then turn the pump back on, set to filter. It should only take a minute or so for any remaining air in the filter to be forced out, and water should start coming out your return forcefully. If not, I suspect you may have a bad multiport valve. domct203's idea of bypassing the filter will confirm that, if you're getting water with the filter bypassed.
Let us know. BTW, which model pump is this? There should be a placard on it somewhere that shows the model number or the gph.