Hi,
Well you have three areas that could be faulty, program code, programming into the chip and your hardware circuit.
I don't do C but it looks basically ok, though I would increase the delay to ms(1000) otherwise your voltmeter will not show an on /off swing.
Would also be good to see your hardware circuit to check for things like Mclre Pin1 pulled up to +5v etc
Seems your first problem is the programming of the chip, what programmer /software are you using, most will automatically verify a chip anyway and pass or fail accordingly, a step you do not mention, though your own read seems to be wrong - just one byte or a lot of code ?
Again how are you connecting your chip to the programmer , stand alone or in the user circuit ?