The pump is the only thing that can provide pressure. For the pressure to fall back to zero over a few days with the pump turned off could be as simple as a faucet that dripped or a toilet fill valve leaking. There is the possibility that the pressure leaked back into the well via a faulty check valve.
If you wanted to test it further, you will need to have a gauge installed either on the tank or tee'd into a pipe just downstream of the tank. The initial test would be to allow the system to come up to normal pressure and then close the main shut off valve. The shut off valve would be used to isolate the system to determine if the leak is upstream or downstream of the valve.