03 ZX3 Power Steering Pump

My power steering wasn't working at all. I went to a salvage yard and picked up a pump. I finally got the replacement pump on. Now the problem -- I drove it around the block, at a stop the power steering doesn't work at ALL. But when in gear and moving it works, just OK.
I called a garage, the mechanic told me I needed to keep turning the steering wheel back and forth, to work air out of the system !! Does this sound correct to one or more of you specialists?:uhoh:

Of the thousands of people who view Automotive Forums, I would appreciate someone to
post a reply!!:banghead: