I would recommend that you work with one matrix at a time until you get each of them proven out. Start with only your projection matrix, and make the other two identity matrices. You should be able to draw your sprite within the bounds of your orthographic camera volume, and you should see it appear even if the view and world matrices are identity.
If you can get that working, I think the rest will be manageable...
Also, you have a comment up above about why you would transpose a matrix. The reason is that the row / column order by default is not the same for the GPU and for the CPU (at least for their runtimes...) so you either have to transpose the matrices, or you can compile your shaders with an additional flag that flips the row / column order.
EDIT: Do you also have the debug device enabled? When you create your D3D11 device, use the flag D3D11_CREATE_DEVICE_DEBUG. You will get warnings if you try to use the API incorrectly, which can be really helpful too.