When adjusting well water pressure do you first add the required air pressure first? ?

because i cant seem to get the water pressure to rise. i am currently stuck at a 20/40 pressure. i adjust the pressure switch and the pump trys to build up more pressure but wont, is this because of not having the required air pressure in first?
Update: the pressure switch will go above 40 but the pump keeps running and doesnt gain any pressure so i dont want to leave it on when its not going to shut off.
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