We put in a new ice maker the water valve is working and new filter has been in stalled but no water coming into the icemaker. What could the problem be?

Did you turn the water to the refrigerator back on?

If you didn't defrost the unit before replacing the ice maker or didn't replace the line into the back of the unit, the line from the outside to the inside could have been frozen while you were hooking up the new unit. It usually can be unscrewed and removed from the back to check it.