pic micro controller not working

Hi goddey, it is pretty much normal for your first circuit not to work. So sit down and start debugging 

1. Make sure your program is correct and fuse bits are set properly. Use a simulation software like proteus to run you hex file 

2. Make sure the hardware is connected properly, the frequency of the crystal, power pin should all be fine. Use multimeter to check for power and also make sure LED is working 

3. Make sure the frequency you have used in the program matches with the hardware 

Good luck !