To repeat Flybob's question: Have you turned the water pump on?
Here's an explanation, if you don't know how it all works:
Power to the pump runs through a main switch and a pressure switch. When the main pump switch is turned ON, and pressure in the water line is low, the pressure switch closes and starts the pump. When the pump brings the pressure up, the pressure switch opens and turns the pump off. City water pressure is higher than the setpoint of the pressure switch, so city water will always keep the pump from running (unless you put a REALLY large demand on it by maybe opening every faucet - I'm assuming you're not doing that).
So, if you were hooked to city water previously, the pump should not have been running (even if the main switch was turned on), as the higher city water pressure should have opened the pressure switch that controls the pump, keeping the pump off. Now that you're off city water, the main pump switch must be turned ON, then the pressure switch will turn the pump on and off as needed to keep the pressure up.
The main pump switch should be on your main panel somewhere; probably next to the tank level indicators.
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