I suspect that you're experiencing one of many simple networking problems. It could be that the switch/router port that your firewall is connected to is incorrectly configured. Perhaps the network interface in the firewall is defective. Are you certain that you've applied an appropriate IP address to the firewall's interface?
My recommendation is to approach this problem in the same manner as you'd handle any device that you're not able to connect to your network. Check the simple things first (link lights, IP configuration, etc.) and then expand outward to more advanced techniques, such as sniffing the network segment using a tool like Wireshark.
Dig Deeper on Network Firewalls, Routers and Switches
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