It happens to the best of us, it gets cold and you need your truck, you turn the key and it fails to start. Now what? First of all is the engine cranking speed acceptable? A diesel needs to crank faster than a gasoline engine. If you have no cranking speed at all check battery connections and clean if necessary. Try a battery charger and charge for an hour.
The easiest thing you can try is plugging in the block heater. Most light duty trucks will have a block heater already installed. Many times their is no cord especially if the truck came from a warm climate, but the block heater is ussually there. Get yourself a cord if it is not there. If you plug the block heater in for an hour that is ussually enough to warm things up so you can get the engine running.
If you have done these things then you really need to get the truck inside where its warm so you can properly diagnose your problem.
If your truck has glow plugs you could have one or more glow plug burned out. Check the glow plugs if you can or have a qualified tech do it for you. Glow plug systems vary but the easiest way to check them is to use a simple 12 volt test light, hook the clip to the positive battery post, unplug the connection to the glow plug and touch the tester to the connection on the glow plug. The light should light, if not then you do not have continuity and the plug is bad.
You should never use ether on a light duty diesel for several reasons. a small amount of ether can damage all of your glow plugs. Ether damaged glow plugs are sometimes severed and left laying on top of the piston or they are left swollen to the point you cant remove them from the engine. In case of an emergency disable the glow plugs by disconnecting them, this will prevent glow plug damage but you still risk hurting the engine if you choose to use ether.
Don't overlook the oil level on a Ford Powerstroke. If the oil level is too low the truck will not run. Oil weight is also important in a Powerstroke since you use the oil to actuate the injectors.