I've created a tesla coil based on the circuit shown here, and the link to the tutorial is here.

The components that I've purchased are as follows:

UF5402 ultrafast diode, IRFP250N MOSFET, 1 microF 305V MKP Capacitor, 2.5mm diameter primary coil, 0.405 mm secondary ciol (1000 turns), 200W bulbs as replacement for lamp ballast (as suggested in tutorial), 10k Ohm Potentiometer, 12V 1W zener diodes.

I have checked all the connections multiple times, but the circuit does not seem to be working. I initially thought the potentiometer would be a problem, because I read a post somewhere saying that a 5 pin potentiometer isn't and can't be used as a potentiometer. But that wasn't the issue. Then I found out that the purchased UF5402 had 1/5th the capabilities of the requirede UF5408, so I put five of them in series in hopes of fixing the issue, but to no vain. The only status right now is that the bulbs placed as ballasts glow, and the anode end of the first superfast diode (I put five in series) glows when a tester is used, but there is no glow after that point. I hope someone can really help me out with this, as I have no clue how to proceed. I would appreciate some help.

 

My only comments are that I am surprised that you are still alive and have not produced a lot of smoke. That is one of the scariest projects I have ever seen!

 

OK, that arrangement is more unsafe that KW implied! And there is no schematic, that is a wiring diagram that is rather confusing. The really bad news is that it is a variation of the published "SLAYER circuit", which is a very poor design if it happens to function as intended.
It does not work because the feedback needed to oscillate is totally dependent on capacitive coupling between the drive coil segment and the secondary coil.
As shown in that wiring diagram IT CAN NOT POSSIBLY OSCILLATE.
So any operation that is shown is a fake, using a different arrangement.

 

And too dangerous.