A lot of guys say they put their gasket on dry. It can work. However, sometimes you get a failure. Adding gasket sealant to it will not hurt, so I do it for extra security. I also coat the screw threads in 3M 847 before installing them.
Is the tank a metal button or plastic? That will determine how I seal the diaphragm.
Make sure you shake the filter assembly before installing it, to ensure the check valve is not stuck. You should hear it rattling around.