You don't need to pump against pressure, but you need to keep water in the pump while it tries to pump the air out of the well pipe.
Is it a deep well or shallow well jet pump? If there is only one pipe going to the well, it is a shallow well jet.
Is there a check valve near the pump? You want to be able to get water down the well pipe if possible. If there is a place that you can pour water down the suction line to fill it up, that is very good.
When you prime the pump and start it, you need to vent the air to separate it from the water. It helps if you have a valve in the discharge line, pointing up, so you can discharge the air without losing the water. Then close the valve when it runs water. Open the valve a little at a time to keep letting air out.
It is even better if you also have a line on the suction side going to a large bucket of water that you keep filled. Put a hose from the suction side into the bucket and run the pump discharge into the bucket. You need a valve in each line. After you get the pump circulating, close the valve from the bucket to the suction side and see if the pump will start to raise water from the well.
If you have a supply of water, try to connect it to the suction side of the pump so you can keep a small flow going through it.