No water in line to ice maker
Ice makers typically have their own electrically-actuated valves. The system may need to cycle a few times to purge the air. 

There may also be a manual purge process, depending on the model. See if you can find your owner's manual online by model number. 

In the meantime, you could fill the ice trays with water from a container to be sure the system is functioning. It should eject the ice after a while.