You may have tried this, but:
Turn the key in an "unlocking" direction, at least one full turn, so you can remove the key, before pushing the handle (a long way) down. Usually lifting the handle up will raise the locking bar on the edge of the door, engaging a number of hooks or rollers or bolts. You might be able to see this bar moving from the "inside" of the door. The lock will throw its own bolt, and also prevent this locking bar from moving once it is in the "locked" position.
You could try taking the handle off, so you can watch the spindle moving the follower in the lock. I don't know if it's possible to fit the handle in more than one position (e.g. the door was already locked, and you fitted the handle in an "unlocked" position.)
p.s, I assume when you say lock not fitted, you mean just the oval Eurocylinder? And you have fitted it with the turning cam upwards?