If you have power to the pressure switch, and then to any control box or the well, the pump isn't running or you have a serious leak between the switch and the inlet of the pump or, a blocked inlet screen on a submersible pump or a jet pump foot valve. Or a blocked jet in jet pump or the j-body in the well. Or the water level in the well is down to the pump's inlet.
Shut the power off to the pump, wait 15 minutes and turn to on and see if the gauge shows an increase. If not turn it off and call someone for service or troubleshoot the system if you know how.