Can't get pic18 running
Remove all that config stuff, and just turn off the WDT. It should run off the 8 MHz internal oscillator, and flash your LED. I can do that with the similar PIC18F2455. If that doesn't work you might have a hardware problem.

You will find things much easier if you use MPLAB and the C18 compiler. If you don't want to use Windows you might be able to use the new MPLAB-X, there is a Linux version.