Radiator not building pressure

With any automotive cooling system, if the system is not leaking anywhere and it's not building pressure, the only thing which could be causing this is the radiator cap. It's job is to maintain the pressure in the system.

I'm not sure how you've proven the system isn't building pressure. If you've run the vehicle to where the engine is completely hot and it's not building pressure, then either you have a leak or the cap isn't working (which, in and of itself is a leak). While this isn't a good thing, it really has nothing to do with whether or not the heat is working. If the pump and thermostat is working correctly, heat should be flowing into your heater core. If heat is not getting to your core, you need to be looking elsewhere, as lack of pressure in the system will not be causing the issue.

If you replaced all those components yourself, did you find out how to bleed the air out of the system when refilling with coolant? It's possible that the coolant comes up to the level of the cap but still has air in it somewhere.

Does this Dodge have a temperature gauge or just an idiot light? Does the gauge come up to the halfway point after idling awhile (15 min.)? If not, it might have air in it, especially around the temperature sensor for the gauge. Does the temperature come up while idling but go back down when you're driving down the road? If that's the case, I'd suspect the thermostat, as the fan won't kick on until it gets too warm when idling, but driving down the road forces air through the radiator regardless of the fan running.

If you only have an idiot light, let it run 15-20 minutes, the top hose should be quite toasty, but not so hot that you can't hold your hand on it. The bottom hose should be somewhat cooler. Also feel the heater hoses themselves, it's possible they're clogged with gunk, especially if new coolant of the proper type wasn't changed every couple years or so. It's also possible the entire cooling system has a significant buildup of scale and gooey old coolant residue.

Also, if both heater hoses are hot, but the heater still doesn't blow hot air, it's likely that the blend doors in the heater box aren't moving to where the air blown through the heater actually goes through the hot heater core.