You're looking for more pressure than you need.
It doesn't take much pressure to heat a building. The Dead Men sized their pipes so that the steam would create a very slight pressure drop from the boiler to the furthest radiator. They worked with charts that measured that pressure drop in ounces per hundred feet of travel. Even in a very large building, the total system pressure drop might be as low as 1 psi. Your boiler gauge might not be accurate enough to measure such a low pressure.
You're not using the right gauge.
The gauges that come with modern steam boilers have a tough time sensing steam when it's at a very low pressure. If you're heating the building, but you're not seeing pressure on the gauge, don't be concerned. If you want to see pressure, install a sensitive, diaphragm-type pressure gauge. Find one with a range of, say, zero to five psi. Then you'll see the needle move.
The air vents pant.
If an air vent alternately blows and sucks air, there's probably too much condensate in the mains. The rapid formation and condensing of steam can cause the panting action. If the steam is condensing that quickly, it's going to find it difficult to make it to the ends of the main. It will take forever for you to heat the building.
Look for things that can make steam condense quickly. There could be missing pipe insulation, wet steam, lack of drips along the main, or an accumulation of sludge in the horizontal runouts to the risers. Look for these things and take care of them.
The burner isn't firing to the connected load.
The burner's firing rate has to match the system's ability to condense steam. In other words, it has to match the piping and radiation load. If your air vents are working, you'll never build pressure because there won't be enough steam to reach them.
Consider this. The only way you can build pressure at the boiler is to fill the system with a gas (steam or air) and then add some more. If the burner is undersized, you'll never fill the system with steam. And if the vents are working, you'll never contain or pressurize the air.
So if you're not seeing pressure, and you're not heating the building, suspect the size of your fire and correct it.
The boiler is making wet steam.
Check the near-boiler piping against the manufacturer's specifications. If the piping can't separate the water from the steam, the water will condense the steam, and your boiler will never build pressure. With this problem, you won't be able to heat the building either.
So if you have no pressure and not heat, check the piping, the water's cleanliness and its pH. You may have to clean the boiler and the system and balance the pH with chemicals.
There's a hole in the boiler.
This happens to cast-iron boilers when they take on a lot of fresh feed water. The oxygen boils out of the water and eats a hole through the metal right at the boiler's water line. The water steams off and goes up the flue. You can't see it unless you're looking at the chimney. It looks like white smoke, but it's not smoke; it's water vapor.
To check for a hole, flood the boiler up into the header piping. You'll know you have a problem if you see water pouring out of the boiler's jacket. If there's a hole in the boiler, you'll never build pressure; and you may not be able to heat the furthest radiators either.
You'll have to replace the damaged boiler sections to fix this one.
Want more troubleshooting tips? Check out A Pocketful of Steam Problems (With Solutions!).