Here is what you do....FIRST off....verify the part you got is Mazda part number GE6V-66-128. that is the correct stalk....if that is the part you have. then take the column cover off again and put your ORIGINAL stalk back on and check to see if the washers work. if it does...then put the new one back on and try it again...if it still does not work...there is a problem with your new stalk and I would return it. if not...then its a problem with your washer pump.
Simple troubleshooting, and process of elimination(stash)