It's going to read 0 if it's not pumping at that time, it is not always on. There should be a plunger sticking up on the top of the oil tank. Pull it up and release a couple times. The pressure should rise, then drop slowly. If you ran the system without oil there may be an air bubble in it. Pump it up until the plunger drops slowly, it may take 5-10 pumps. If it will not hold enough pressure to make the plunger drop slowly, then you probably have a leak in the system somewhere.
Apparently I don't know anything, so please verify my suggestions with my wife.