Read the instructions which came with the detector to be sure you don't have it in a test mode.
Test your wiring with a continuity tester or ohm meter.
There will typically be a circuit which "opens" to activate the alarm.
Here is how to use a continuity tester...
http://www.dinosaurelectronics.com/Test_Fuse.htm
Do this with the wiring disconnected from the alarm.
Then learn about series wiring and parallel wiring. You want these wired in series...
Series...
(Ignore the resistance part below)
Parallel wiring...