There are many reasons why this could be happening, but lets assume the instrument should play and you have the right valves for the instrument.
I assume from your post that the air is being blocked somehow so I will address that.
There could be some blockage in for example the ports between the valves.
Let us first try to make sure the valves are in the right chambers.
Remove all the valves.
Now blow into the mouthpipe and see if air freely exits the mouthpipe into the third chamber with no restriction.
If it does place the third valve in its chamber and secure it with valve guide located. Then blow again into the mouthpipe. If the air is blocked then you have a wrong valve or a valve wrongly fitted.
Reseat the valve 180 degrees apart and see if the air now blows through.
If you cannot get the air to blow through then it is probably a wrong valve try the others and see if the air will blow through.
If the air blows through with the third valve fitted then move on to the second.
Fit the second valve and try to blow through, if you cannot blow through then try the valve 180 degrees the other way.
If you can blow through then fit the first valve and try to blow through.
I know it sounds a bit daft but this method should reveal if the air will move through the instrument with no valves pressed, and also will check all ports between valves are clear.
Once the air blows through you can test there is no blockage in the valve slides by blowing through and then as you blow press a valve.
Once you have made sure air passes through the instrument with no valves pressed and with each valve pressed then there is no blockages.
I assume that one of these tests will reveal a blockage somewhere.
If no blockages exists then you should have the valves all correctly fitted and the instrument should then play.