That system uses automatic glow plugs....
There is a controller, relay, and wiring-all work in conjunction with the key switch and the coolant temperature sensor.
The relay is an easy test. Energize it with +12v and ground from a battery, then test the other two terminals-should be 0 ohms between those two. Anything else, the relay is bad. I generally test it several times and kind of bump it a little while testing, to simulate the tractor's operation.
Coolant temp sensor is also an easy test. Ohm meter across the terminals and watch the resistance. It should change smoothly as the engine warms up. I forget what the actual resistance readings are, but your service manual will have that info in it.
The glow controller, however, doesn't have a reliable test. Therefore, test the other components-and the wiring-and all of those check out properly, then replace the controller.
USUALLY (but not always) the controller is the culprit; the new controller is a different part number than the original. This tells me that a change was made to it; whether it was with the circuitry or it's a different color plastic housing, or if it just came from a different factory in Timbuktu, I don't know. All I know is that there was a change made.
There's another way to test the system around the controller but the most reliable test method is by referring to the WSM and use of a good digital volt-ohm meter.